+111.6%
SNOW vs MNST
+55.2%
+56.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.4% |
| 7D | +2.8% | -6.5% | +9.3% | +2.4% |
| 30D | +6.4% | -7.2% | +13.6% | +6.0% |
| 3M | +38.1% | -1.0% | +39.1% | +37.9% |
| 6M | +100.4% | +11.5% | +88.9% | +100.7% |
| YTD | +53.7% | +14.3% | +39.4% | +53.4% |
| 1Y | +52.0% | +38.1% | +13.8% | +49.1% |
| All | +111.6% | +55.2% | +56.4% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling