+179.0%
SHEL vs MNST
+80.0%
+99.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +2.2% | -6.5% | +8.7% | +2.5% |
| 30D | +6.8% | -7.2% | +14.1% | +7.1% |
| 3M | +8.1% | -1.0% | +9.1% | +8.1% |
| 6M | +14.4% | +11.5% | +2.9% | +13.8% |
| YTD | +30.0% | +14.3% | +15.7% | +29.0% |
| 1Y | +33.3% | +38.1% | -4.8% | +30.6% |
| 3Y | +66.4% | +55.0% | +11.5% | +61.9% |
| All | +179.0% | +80.0% | +99.0% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling