+173.1%
SYK vs MNST
+253.9%
-80.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.8% |
| 7D | -9.1% | -1.0% | -8.1% | -8.7% |
| 30D | -20.6% | -5.6% | -15.0% | -18.9% |
| 3M | -9.6% | -5.7% | -3.9% | -7.7% |
| 6M | -19.9% | +12.0% | -31.8% | -24.1% |
| YTD | -21.2% | +13.2% | -34.4% | -25.8% |
| 1Y | -28.4% | +36.1% | -64.5% | -37.8% |
| 3Y | -5.3% | +52.9% | -58.2% | -23.3% |
| 5Y | +6.0% | +81.0% | -75.0% | -21.9% |
| All | +173.1% | +253.9% | -80.8% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling