+91.3%
SNOW vs MNST
+64.6%
+26.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +1.8% |
| 7D | -9.9% | -3.4% | -6.4% | -10.2% |
| 30D | -17.1% | +6.6% | -23.7% | -16.5% |
| 3M | -13.2% | -2.9% | -10.4% | -13.4% |
| 6M | +97.4% | +18.4% | +79.0% | +100.0% |
| YTD | +25.8% | +19.3% | +6.5% | +27.2% |
| 1Y | +4.2% | +37.9% | -33.7% | +5.1% |
| 3Y | +91.3% | +62.9% | +28.4% | +91.5% |
| All | +91.3% | +64.6% | +26.7% | +91.5% |
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