+444.1%
STM vs MNST
+327.8%
+116.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.7% |
| 7D | -7.9% | -3.9% | -4.0% | -6.3% |
| 30D | -14.1% | +3.9% | -18.0% | -16.3% |
| 3M | -17.6% | -0.8% | -16.8% | -18.4% |
| 6M | -24.2% | +5.1% | -29.3% | -27.7% |
| YTD | +73.3% | +18.3% | +55.0% | +54.6% |
| 1Y | +90.1% | +29.5% | +60.6% | +61.2% |
| 3Y | +10.3% | +64.0% | -53.7% | -20.8% |
| 5Y | -5.7% | +97.2% | -102.9% | -40.4% |
| All | +444.1% | +327.8% | +116.3% | +173.1% |
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 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