-34.4%
UPS vs MNST
+97.2%
-131.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -0.6% | -4.7% | +4.1% | +0.8% |
| 30D | +16.4% | +5.2% | +11.2% | +14.8% |
| 3M | +7.9% | -0.9% | +8.8% | +8.1% |
| 6M | +15.8% | +6.1% | +9.7% | +13.6% |
| YTD | +16.6% | +18.9% | -2.3% | +10.4% |
| 1Y | +22.3% | +29.3% | -7.0% | +12.9% |
| 3Y | -6.2% | +64.9% | -71.1% | -20.7% |
| 5Y | -34.4% | +98.0% | -132.4% | -49.7% |
| All | -34.4% | +97.2% | -131.6% | -49.7% |
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