+37.9%
UPS vs MNST
+241.8%
-203.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -2.9% | -6.5% | +3.6% | -0.8% |
| 30D | -3.5% | -7.2% | +3.7% | -1.3% |
| 3M | -5.7% | -1.0% | -4.7% | -5.7% |
| 6M | -4.4% | +11.5% | -15.9% | -8.2% |
| YTD | +8.0% | +14.3% | -6.3% | +2.7% |
| 1Y | +29.0% | +38.1% | -9.1% | +14.8% |
| 3Y | -27.7% | +55.0% | -82.7% | -39.2% |
| 5Y | -34.3% | +79.6% | -114.0% | -48.6% |
| All | +37.9% | +241.8% | -203.9% | -8.6% |
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 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