+32.1%
SNOW vs MNST
+107.0%
-74.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +4.9% | -4.1% | +9.0% | +6.6% |
| 30D | +1.5% | -4.5% | +6.0% | +3.1% |
| 3M | +39.5% | -2.5% | +42.0% | +39.9% |
| 6M | +85.9% | +14.1% | +71.8% | +71.8% |
| YTD | +52.9% | +12.6% | +40.4% | +41.1% |
| 1Y | +48.1% | +36.9% | +11.2% | +22.0% |
| 3Y | +102.2% | +53.1% | +49.1% | +49.8% |
| 5Y | +5.5% | +78.2% | -72.8% | -36.1% |
| All | +32.1% | +107.0% | -74.9% | -32.6% |
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