+0.8%
SCHW vs MNST
+45.8%
-45.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +4.5% |
| 7D | +5.2% | +6.8% | -1.6% | +5.0% |
| 30D | -4.7% | +12.0% | -16.7% | -5.0% |
| 3M | -11.9% | +3.5% | -15.5% | -12.1% |
| 6M | +2.7% | +29.7% | -26.9% | +3.4% |
| YTD | -5.6% | +27.2% | -32.8% | -4.3% |
| 1Y | +0.8% | +45.8% | -45.0% | +2.9% |
| All | +0.8% | +45.8% | -45.0% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 1y: compounded portfolio wealth divided by compounded MNST 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…
1y analysis · Full analysis span regression · 6 months rolling