+197,867.0%
MNST vs SPY
+3,091.8%
+194,775.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -1.0% | +2.0% | -3.0% | -2.6% |
| 6M | +11.5% | +13.0% | -1.5% | +2.3% |
| YTD | +14.3% | +13.5% | +0.8% | +4.3% |
| 1Y | +38.1% | +20.0% | +18.2% | +21.0% |
| 3Y | +55.0% | +77.2% | -22.2% | +1.6% |
| 5Y | +79.6% | +81.9% | -2.3% | +15.2% |
| 10Y | +241.8% | +314.1% | -72.3% | +26.3% |
| All | +197,867.0% | +3,091.8% | +194,775.2% | +28,507.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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