+1,727.7%
STM vs MNST
+506,573.7%
-504,846.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.7% |
| 3M | -24.2% | +1.3% | -25.4% | -24.4% |
| 6M | -29.9% | +26.2% | -56.1% | -31.9% |
| YTD | +54.9% | +24.8% | +30.1% | +50.8% |
| 1Y | +68.0% | +40.9% | +27.0% | +61.4% |
| 3Y | -0.1% | +72.2% | -72.3% | -6.5% |
| 5Y | -17.9% | +108.8% | -126.7% | -24.5% |
| 10Y | +392.2% | +324.4% | +67.8% | +326.5% |
| All | +1,727.7% | +506,573.7% | -504,846.1% | +1,109.6% |
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