+45.8%
MNST vs UMC
+112.5%
-66.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.4% |
| 7D | +6.8% | -14.7% | +21.4% | +7.3% |
| 30D | +12.0% | -32.9% | +44.9% | +13.7% |
| 3M | +3.5% | -22.2% | +25.7% | +4.1% |
| 6M | +29.7% | +25.9% | +3.7% | +22.2% |
| YTD | +27.2% | +107.9% | -80.8% | +12.3% |
| 1Y | +45.8% | +115.0% | -69.2% | +28.1% |
| All | +45.8% | +112.5% | -66.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling