+75.0%
SPY vs MNST
+64.6%
+10.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +0.8% |
| 7D | -2.7% | -3.4% | +0.7% | -2.3% |
| 30D | -5.4% | +6.6% | -12.0% | -6.2% |
| 3M | -4.1% | -2.9% | -1.2% | -3.8% |
| 6M | +0.7% | +18.4% | -17.7% | -1.9% |
| YTD | +8.7% | +19.3% | -10.6% | +5.4% |
| 1Y | +10.9% | +37.9% | -27.0% | +5.2% |
| 3Y | +75.0% | +62.9% | +12.1% | +63.1% |
| All | +75.0% | +64.6% | +10.4% | +63.1% |
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