+62.9%
MNST vs STZ
-37.2%
+100.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.9% |
| 7D | -3.4% | +4.9% | -8.3% | -4.6% |
| 30D | +6.6% | +20.9% | -14.2% | +1.6% |
| 3M | -2.9% | +8.0% | -10.9% | -4.9% |
| 6M | +18.4% | -5.3% | +23.7% | +19.5% |
| YTD | +19.3% | +5.9% | +13.3% | +15.8% |
| 1Y | +37.9% | +14.2% | +23.7% | +30.5% |
| 3Y | +62.9% | -37.0% | +99.8% | +81.1% |
| All | +62.9% | -37.2% | +100.1% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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