+99.0%
MNST vs UMC
+71.9%
+27.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.9% |
| 7D | -5.0% | -9.2% | +4.2% | -4.2% |
| 30D | +4.6% | -35.1% | +39.7% | +9.1% |
| 3M | +1.0% | -20.5% | +21.5% | +2.6% |
| 6M | +5.8% | -1.7% | +7.5% | +2.0% |
| YTD | +19.1% | +92.8% | -73.7% | +2.2% |
| 1Y | +30.9% | +104.5% | -73.6% | +11.2% |
| 3Y | +65.7% | +129.8% | -64.1% | +33.7% |
| 5Y | +99.0% | +74.0% | +25.0% | +64.8% |
| All | +99.0% | +71.9% | +27.1% | +64.8% |
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