+18.6%
SNOW vs MNST
+117.8%
-99.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.7% | -6.9% | +10.5% | +6.3% |
| 30D | -16.4% | +3.7% | -20.2% | -18.0% |
| 3M | -9.9% | -0.3% | -9.6% | -10.4% |
| 6M | +98.8% | +5.1% | +93.7% | +92.1% |
| YTD | +37.3% | +18.4% | +18.9% | +23.6% |
| 1Y | +11.0% | +26.3% | -15.2% | -3.4% |
| 3Y | +87.8% | +64.3% | +23.5% | +33.8% |
| 5Y | -18.4% | +96.8% | -115.2% | -53.5% |
| All | +18.6% | +117.8% | -99.2% | -41.0% |
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