+35.2%
MNST vs UMC
+235.1%
-199.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.9% |
| 7D | -3.6% | +13.6% | -17.2% | -4.1% |
| 30D | -6.3% | +20.8% | -27.0% | -7.1% |
| 3M | -5.0% | +16.1% | -21.1% | -6.5% |
| 6M | +13.1% | +137.3% | -124.2% | +4.2% |
| YTD | +11.8% | +193.8% | -182.0% | +2.6% |
| 1Y | +35.2% | +236.1% | -200.8% | +28.9% |
| All | +35.2% | +235.1% | -199.9% | +28.9% |
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