+2,947.4%
SPY vs MNST
+236,893.4%
-233,946.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.3% |
| 7D | -4.7% | +3.2% | -7.9% | -4.9% |
| 30D | -5.9% | +10.6% | -16.5% | -6.6% |
| 3M | -4.5% | +1.3% | -5.8% | -4.7% |
| 6M | +1.8% | +26.2% | -24.4% | +0.1% |
| YTD | +8.3% | +24.8% | -16.4% | +6.5% |
| 1Y | +9.3% | +40.9% | -31.6% | +6.6% |
| 3Y | +74.9% | +72.2% | +2.7% | +67.8% |
| 5Y | +67.3% | +108.8% | -41.5% | +58.4% |
| 10Y | +311.6% | +324.4% | -12.9% | +273.9% |
| All | +2,947.4% | +236,893.4% | -233,946.0% | +2,159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling