+11.7%
SPGI vs MNST
+100.5%
-88.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.5% |
| 7D | +0.3% | -3.4% | +3.7% | +1.5% |
| 30D | +18.4% | +6.6% | +11.8% | +15.9% |
| 3M | +15.7% | -2.9% | +18.6% | +16.7% |
| 6M | +17.3% | +18.4% | -1.2% | +10.2% |
| YTD | -4.7% | +19.3% | -24.0% | -11.3% |
| 1Y | +1.8% | +37.9% | -36.1% | -10.7% |
| 3Y | +31.7% | +62.9% | -31.2% | +6.4% |
| All | +11.7% | +100.5% | -88.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling