+313.9%
SPYM vs MNST
+328.4%
-14.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -6.9% | +6.0% | +1.6% |
| 30D | -2.4% | +3.7% | -6.1% | -3.8% |
| 3M | -1.1% | -0.3% | -0.8% | -1.4% |
| 6M | +3.3% | +5.1% | -1.8% | +0.8% |
| YTD | +12.4% | +18.4% | -6.1% | +4.1% |
| 1Y | +12.5% | +26.3% | -13.7% | +1.6% |
| 3Y | +79.1% | +64.3% | +14.9% | +42.9% |
| 5Y | +75.7% | +96.8% | -21.1% | +27.4% |
| 10Y | +313.9% | +333.2% | -19.3% | +144.5% |
| All | +313.9% | +328.4% | -14.5% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling