+303.9%
MNST vs SNAP
-78.8%
+382.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.0% | +12.1% | -0.9% |
| 7D | +3.2% | -10.4% | +13.6% | +3.9% |
| 30D | +10.6% | -11.9% | +22.5% | +11.4% |
| 3M | +1.3% | -4.5% | +5.8% | +1.3% |
| 6M | +26.2% | -16.7% | +42.9% | +27.1% |
| YTD | +24.8% | -36.9% | +61.7% | +27.5% |
| 1Y | +40.9% | -30.3% | +71.2% | +42.8% |
| 3Y | +72.2% | -52.5% | +124.7% | +72.8% |
| 5Y | +108.8% | -90.4% | +199.2% | +127.0% |
| All | +303.9% | -78.8% | +382.7% | +263.5% |
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