+69.7%
SHEL vs MNST
+52.7%
+17.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +2.5% |
| 7D | +1.9% | -4.1% | +6.0% | +1.9% |
| 30D | +8.7% | -4.5% | +13.1% | +8.7% |
| 3M | +11.0% | -2.5% | +13.4% | +10.9% |
| 6M | +14.6% | +14.1% | +0.4% | +14.3% |
| YTD | +33.3% | +12.6% | +20.7% | +32.8% |
| 1Y | +37.9% | +36.9% | +0.9% | +36.0% |
| 3Y | +69.7% | +53.1% | +16.6% | +64.8% |
| All | +69.7% | +52.7% | +17.1% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling