+4.9%
STM vs MNST
+64.6%
-59.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | +4.9% |
| 7D | -10.7% | -3.4% | -7.3% | -10.4% |
| 30D | -25.7% | +6.6% | -32.4% | -26.6% |
| 3M | -21.6% | -2.9% | -18.7% | -21.5% |
| 6M | -27.8% | +18.4% | -46.2% | -31.1% |
| YTD | +61.8% | +19.3% | +42.5% | +53.6% |
| 1Y | +78.1% | +37.9% | +40.2% | +65.0% |
| 3Y | +4.9% | +62.9% | -58.0% | -5.3% |
| All | +4.9% | +64.6% | -59.7% | -5.3% |
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