+270.0%
MNST vs SNAP
-77.2%
+347.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.3% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -7.2% | +2.6% | -9.8% | -7.5% |
| 3M | -1.0% | -9.9% | +8.9% | -0.7% |
| 6M | +11.5% | +1.9% | +9.6% | +10.6% |
| YTD | +14.3% | -32.2% | +46.5% | +16.4% |
| 1Y | +38.1% | -22.8% | +61.0% | +38.9% |
| 3Y | +55.0% | -47.6% | +102.6% | +54.5% |
| 5Y | +79.6% | -92.7% | +172.3% | +100.3% |
| All | +270.0% | -77.2% | +347.2% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling