-22.3%
SYK vs MNST
+37.8%
-60.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -8.3% | -6.5% | -1.8% | -7.7% |
| 30D | -10.1% | -7.2% | -2.8% | -9.4% |
| 3M | +0.9% | -1.0% | +1.9% | +1.4% |
| 6M | -20.2% | +11.5% | -31.7% | -20.2% |
| YTD | -13.3% | +14.3% | -27.6% | -13.8% |
| 1Y | -22.3% | +38.1% | -60.5% | -25.6% |
| All | -22.3% | +37.8% | -60.2% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling