-4.5%
UPS vs MNST
+68.0%
-72.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +1.5% |
| 7D | +3.8% | +1.6% | +2.2% | +3.5% |
| 30D | +17.4% | +5.1% | +12.3% | +16.3% |
| 3M | +8.2% | -0.5% | +8.7% | +8.2% |
| 6M | +17.9% | +8.1% | +9.8% | +16.1% |
| YTD | +18.7% | +21.2% | -2.5% | +14.4% |
| 1Y | +24.8% | +30.7% | -5.9% | +18.9% |
| 3Y | -4.5% | +67.3% | -71.8% | -13.8% |
| All | -4.5% | +68.0% | -72.5% | -13.8% |
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