+24.6%
SYK vs MNST
+101.2%
-76.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -1.5% |
| 7D | -5.0% | +1.6% | -6.6% | -5.5% |
| 30D | +9.9% | +5.1% | +4.9% | +8.3% |
| 3M | -8.9% | -0.5% | -8.5% | -8.8% |
| 6M | +3.1% | +8.1% | -5.0% | +0.5% |
| YTD | -11.1% | +21.2% | -32.3% | -17.1% |
| 1Y | -16.2% | +30.7% | -46.9% | -23.9% |
| 3Y | +13.2% | +67.3% | -54.1% | -7.8% |
| All | +24.6% | +101.2% | -76.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling