-5.4%
SYK vs MNST
+51.9%
-57.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -11.8% | -3.6% | -8.2% | -11.2% |
| 30D | -20.4% | -6.3% | -14.1% | -19.5% |
| 3M | -12.1% | -5.0% | -7.1% | -11.2% |
| 6M | -24.3% | +13.1% | -37.5% | -26.0% |
| YTD | -21.2% | +11.8% | -33.0% | -22.8% |
| 1Y | -29.2% | +35.2% | -64.4% | -33.4% |
| All | -5.4% | +51.9% | -57.3% | -13.9% |
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