+101.3%
MNST vs STZ
-29.7%
+131.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.8% |
| 7D | -3.4% | +4.9% | -8.3% | -5.0% |
| 30D | +6.6% | +20.9% | -14.2% | -0.1% |
| 3M | -2.9% | +8.0% | -10.9% | -5.6% |
| 6M | +18.4% | -5.3% | +23.7% | +19.9% |
| YTD | +19.3% | +5.9% | +13.3% | +14.7% |
| 1Y | +37.9% | +14.2% | +23.7% | +28.2% |
| 3Y | +62.9% | -37.0% | +99.8% | +90.9% |
| All | +101.3% | -29.7% | +131.0% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling