+143,107.3%
MNST vs UMC
+259.6%
+142,847.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -1.4% |
| 7D | -6.5% | +5.0% | -11.4% | -7.3% |
| 30D | -7.2% | +7.7% | -14.9% | -8.5% |
| 3M | -1.0% | +1.7% | -2.7% | -2.9% |
| 6M | +11.5% | +113.9% | -102.4% | -4.7% |
| YTD | +14.3% | +168.9% | -154.6% | -6.7% |
| 1Y | +38.1% | +207.2% | -169.1% | +9.8% |
| 3Y | +55.0% | +227.7% | -172.7% | +19.6% |
| 5Y | +79.6% | +118.0% | -38.4% | +45.9% |
| 10Y | +241.8% | +1,682.1% | -1,440.3% | +78.1% |
| All | +143,107.3% | +259.6% | +142,847.7% | +67,161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling