+3.8%
SYK vs MNST
+78.6%
-74.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -12.3% | -2.2% | -10.1% | -11.7% |
| 30D | -22.4% | -5.4% | -17.1% | -21.1% |
| 3M | -12.3% | -5.5% | -6.8% | -10.8% |
| 6M | -24.3% | +12.4% | -36.7% | -27.6% |
| YTD | -22.8% | +12.4% | -35.2% | -26.3% |
| 1Y | -28.8% | +37.2% | -65.9% | -37.0% |
| 3Y | -4.0% | +52.9% | -56.9% | -19.6% |
| 5Y | +3.8% | +79.7% | -75.8% | -20.0% |
| All | +3.8% | +78.6% | -74.8% | -20.0% |
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