+292.3%
MNST vs SNAP
-78.1%
+370.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +1.6% | +6.0% | -4.4% | +1.2% |
| 30D | +5.1% | -13.8% | +18.8% | +6.0% |
| 3M | -0.5% | -0.8% | +0.3% | -0.7% |
| 6M | +8.1% | -6.2% | +14.4% | +8.0% |
| YTD | +21.2% | -34.8% | +56.0% | +23.5% |
| 1Y | +30.7% | -38.7% | +69.4% | +33.7% |
| 3Y | +67.3% | -53.5% | +120.8% | +68.3% |
| 5Y | +101.9% | -90.2% | +192.1% | +119.1% |
| All | +292.3% | -78.1% | +370.4% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling