+16.5%
SNOW vs MNST
+117.5%
-101.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | +0.2% | -3.9% | +4.1% | +1.6% |
| 30D | -19.8% | +3.9% | -23.7% | -21.3% |
| 3M | -11.6% | -0.8% | -10.8% | -12.0% |
| 6M | +94.0% | +5.1% | +88.9% | +87.4% |
| YTD | +34.8% | +18.3% | +16.6% | +21.4% |
| 1Y | +10.1% | +29.5% | -19.3% | -5.5% |
| 3Y | +84.4% | +64.0% | +20.4% | +31.5% |
| 5Y | -18.1% | +97.2% | -115.3% | -53.4% |
| All | +16.5% | +117.5% | -101.1% | -42.0% |
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 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