+63.5%
MNST vs SPG
+137.4%
-73.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -6.9% | +2.7% | -9.6% | -7.5% |
| 30D | +3.7% | +16.6% | -12.8% | -0.1% |
| 3M | -0.3% | +8.1% | -8.4% | -2.2% |
| 6M | +5.1% | +19.3% | -14.3% | +0.7% |
| YTD | +18.4% | +31.1% | -12.6% | +11.3% |
| 1Y | +26.3% | +32.8% | -6.5% | +18.3% |
| All | +63.5% | +137.4% | -73.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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