-12.1%
SHOP vs MNST
+97.2%
-109.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.9% |
| 7D | +2.1% | -4.7% | +6.8% | +4.7% |
| 30D | -16.8% | +5.2% | -22.1% | -19.3% |
| 3M | -2.4% | -0.9% | -1.5% | -2.3% |
| 6M | +47.0% | +6.1% | +40.9% | +41.6% |
| YTD | -8.8% | +18.9% | -27.7% | -19.5% |
| 1Y | -6.3% | +29.3% | -35.6% | -22.0% |
| 3Y | +139.3% | +64.9% | +74.4% | +58.8% |
| 5Y | -12.1% | +98.0% | -110.1% | -60.7% |
| All | -12.1% | +97.2% | -109.2% | -60.7% |
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