+148,826.4%
MNST vs UMC
+172.9%
+148,653.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | -4.7% | +17.8% | -22.5% | -7.4% |
| 30D | +5.2% | -29.6% | +34.8% | +10.7% |
| 3M | -0.9% | -18.4% | +17.5% | +1.2% |
| 6M | +6.1% | -0.1% | +6.3% | +2.8% |
| YTD | +18.9% | +104.0% | -85.2% | +0.5% |
| 1Y | +29.3% | +121.5% | -92.2% | +7.6% |
| 3Y | +64.9% | +135.0% | -70.1% | +33.2% |
| 5Y | +98.0% | +83.0% | +15.0% | +63.9% |
| 10Y | +334.8% | +1,312.7% | -977.9% | +132.9% |
| All | +148,826.4% | +172.9% | +148,653.6% | +72,337.0% |
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