+70.2%
SHEL vs MNST
+68.0%
+2.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.3% |
| 7D | +0.8% | +1.6% | -0.8% | +0.8% |
| 30D | -3.6% | +5.1% | -8.6% | -3.6% |
| 3M | +12.0% | -0.5% | +12.5% | +12.0% |
| 6M | +19.7% | +8.1% | +11.6% | +19.4% |
| YTD | +39.6% | +21.2% | +18.4% | +38.8% |
| 1Y | +36.4% | +30.7% | +5.7% | +34.9% |
| 3Y | +70.2% | +67.3% | +2.9% | +65.0% |
| All | +70.2% | +68.0% | +2.2% | +65.0% |
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