+65.7%
MNST vs UMC
+126.5%
-60.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.5% |
| 7D | -5.0% | -9.2% | +4.2% | -4.6% |
| 30D | +4.6% | -35.1% | +39.7% | +6.4% |
| 3M | +1.0% | -20.5% | +21.5% | +1.5% |
| 6M | +5.8% | -1.7% | +7.5% | +3.4% |
| YTD | +19.1% | +92.8% | -73.7% | +10.4% |
| 1Y | +30.9% | +104.5% | -73.6% | +21.0% |
| 3Y | +65.7% | +129.8% | -64.1% | +45.8% |
| All | +65.7% | +126.5% | -60.8% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling