+15.7%
STM vs MNST
+55.2%
-39.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +5.8% | -6.5% | +12.3% | +7.1% |
| 30D | -1.0% | -7.2% | +6.2% | +0.2% |
| 3M | -33.3% | -1.0% | -32.2% | -33.5% |
| 6M | +57.4% | +11.5% | +45.9% | +51.3% |
| YTD | +102.2% | +14.3% | +87.9% | +93.4% |
| 1Y | +99.6% | +38.1% | +61.5% | +82.9% |
| All | +15.7% | +55.2% | -39.4% | +3.7% |
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 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