+3,259.3%
SHOP vs MNST
+242.3%
+3,017.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.2% |
| 7D | -5.1% | -6.5% | +1.4% | -1.5% |
| 30D | +0.6% | -7.2% | +7.8% | +4.6% |
| 3M | +25.0% | -1.0% | +26.1% | +25.5% |
| 6M | +11.9% | +11.5% | +0.4% | +3.9% |
| YTD | -9.9% | +14.3% | -24.2% | -18.2% |
| 1Y | 0.0% | +38.1% | -38.2% | -19.9% |
| 3Y | +117.5% | +55.0% | +62.5% | +57.3% |
| 5Y | -6.6% | +79.6% | -86.3% | -39.3% |
| All | +3,259.3% | +242.3% | +3,017.1% | +1,700.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling