+809.6%
SPYM vs MNST
+6,164.6%
-5,355.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.1% | -5.0% | +5.0% | +1.0% |
| 30D | -3.3% | +4.6% | -7.9% | -4.2% |
| 3M | -2.4% | +1.0% | -3.4% | -2.8% |
| 6M | +2.6% | +5.8% | -3.2% | +1.2% |
| YTD | +11.3% | +19.1% | -7.7% | +7.0% |
| 1Y | +13.5% | +30.9% | -17.4% | +7.0% |
| 3Y | +80.3% | +65.7% | +14.6% | +61.0% |
| 5Y | +72.7% | +99.0% | -26.2% | +48.4% |
| 10Y | +312.2% | +313.1% | -0.9% | +212.4% |
| All | +809.6% | +6,164.6% | -5,355.0% | +388.7% |
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