+285.4%
MNST vs SNAP
-79.0%
+364.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | -5.0% | -7.3% | +2.4% | -4.5% |
| 30D | +4.6% | -18.9% | +23.5% | +6.0% |
| 3M | +1.0% | -5.3% | +6.3% | +1.1% |
| 6M | +5.8% | -16.9% | +22.7% | +6.5% |
| YTD | +19.1% | -37.4% | +56.5% | +21.7% |
| 1Y | +30.9% | -38.5% | +69.4% | +33.9% |
| 3Y | +65.7% | -55.1% | +120.8% | +67.1% |
| 5Y | +99.0% | -90.8% | +189.7% | +117.1% |
| All | +285.4% | -79.0% | +364.3% | +247.1% |
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