+0.4%
STM vs MNST
+72.2%
-71.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.9% | -10.5% | -12.2% |
| 7D | -20.1% | +3.2% | -23.3% | -20.4% |
| 30D | -32.0% | +10.6% | -42.6% | -33.0% |
| 3M | -24.2% | +1.3% | -25.4% | -24.4% |
| 6M | -29.9% | +26.2% | -56.1% | -33.7% |
| YTD | +54.9% | +24.8% | +30.1% | +46.4% |
| 1Y | +68.0% | +40.9% | +27.0% | +55.5% |
| All | +0.4% | +72.2% | -71.7% | -9.8% |
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