+206,450.7%
MNST vs SPY
+2,954.7%
+203,496.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.6% |
| 7D | -3.4% | -2.7% | -0.7% | -1.7% |
| 30D | +6.6% | -5.4% | +12.0% | +10.5% |
| 3M | -2.9% | -4.1% | +1.2% | -0.3% |
| 6M | +18.4% | +0.7% | +17.7% | +17.3% |
| YTD | +19.3% | +8.7% | +10.6% | +12.0% |
| 1Y | +37.9% | +10.9% | +27.0% | +27.6% |
| 3Y | +62.9% | +75.0% | -12.1% | +7.4% |
| 5Y | +99.6% | +67.8% | +31.8% | +35.1% |
| 10Y | +305.7% | +312.9% | -7.1% | +50.0% |
| All | +206,450.7% | +2,954.7% | +203,496.0% | +30,597.7% |
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