+78.2%
MNST vs UMC
+139.4%
-61.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -2.1% |
| 7D | -4.1% | +6.6% | -10.7% | -4.9% |
| 30D | -4.5% | +16.6% | -21.1% | -6.4% |
| 3M | -2.5% | +11.0% | -13.5% | -5.1% |
| 6M | +14.1% | +131.3% | -117.2% | -1.7% |
| YTD | +12.6% | +182.5% | -169.9% | -6.8% |
| 1Y | +36.9% | +222.3% | -185.3% | +10.6% |
| 3Y | +53.1% | +253.0% | -199.9% | +17.8% |
| 5Y | +78.2% | +141.8% | -63.6% | +43.8% |
| All | +78.2% | +139.4% | -61.2% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling