+251.2%
MNST vs SNY
+64.5%
+186.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.0% | -3.3% | +2.4% | 0.0% |
| 30D | -5.6% | -2.2% | -3.5% | -5.0% |
| 3M | -5.7% | -3.0% | -2.6% | -5.0% |
| 6M | +12.0% | +2.7% | +9.2% | +10.7% |
| YTD | +13.2% | -6.8% | +20.1% | +15.1% |
| 1Y | +36.1% | -5.3% | +41.3% | +37.2% |
| 3Y | +52.9% | -9.8% | +62.7% | +52.8% |
| 5Y | +81.0% | +9.7% | +71.3% | +63.0% |
| All | +251.2% | +64.5% | +186.7% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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