-12.5%
SPGI vs MNST
+37.8%
-50.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.1% | -6.5% | +6.6% | +0.8% |
| 30D | +8.4% | -7.2% | +15.6% | +9.1% |
| 3M | +11.8% | -1.0% | +12.9% | +12.4% |
| 6M | +5.7% | +11.5% | -5.8% | +6.3% |
| YTD | -9.7% | +14.3% | -24.0% | -10.3% |
| 1Y | -12.5% | +38.1% | -50.6% | -22.3% |
| All | -12.5% | +37.8% | -50.3% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling