+51.8%
MNST vs SNY
-9.7%
+61.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.2% | -3.6% | +1.4% | -1.7% |
| 30D | -5.4% | -1.9% | -3.4% | -5.1% |
| 3M | -5.5% | -2.0% | -3.6% | -5.3% |
| 6M | +12.4% | +2.5% | +9.8% | +12.0% |
| YTD | +12.4% | -7.0% | +19.4% | +13.3% |
| 1Y | +37.2% | -4.4% | +41.6% | +37.6% |
| All | +51.8% | -9.7% | +61.5% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling