+101.3%
MNST vs SNAP
-90.7%
+192.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.9% | -4.3% |
| 7D | -3.4% | -7.1% | +3.7% | -3.1% |
| 30D | +6.6% | -14.6% | +21.3% | +7.3% |
| 3M | -2.9% | -5.0% | +2.1% | -2.8% |
| 6M | +18.4% | -18.8% | +37.3% | +19.1% |
| YTD | +19.3% | -38.5% | +57.8% | +21.1% |
| 1Y | +37.9% | -38.1% | +76.0% | +39.9% |
| 3Y | +62.9% | -53.8% | +116.7% | +63.0% |
| All | +101.3% | -90.7% | +192.0% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling