+62.9%
MNST vs SPG
+124.5%
-61.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.6% |
| 7D | -3.4% | +4.9% | -8.3% | -4.5% |
| 30D | +6.6% | +15.6% | -9.0% | +2.9% |
| 3M | -2.9% | +4.1% | -7.0% | -3.9% |
| 6M | +18.4% | +13.6% | +4.9% | +14.9% |
| YTD | +19.3% | +27.5% | -8.3% | +12.8% |
| 1Y | +37.9% | +32.2% | +5.7% | +29.5% |
| 3Y | +62.9% | +126.0% | -63.1% | +37.7% |
| All | +62.9% | +124.5% | -61.7% | +37.7% |
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