-33.7%
UPS vs MNST
+80.0%
-113.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -2.9% | -6.5% | +3.6% | -1.1% |
| 30D | -3.5% | -7.2% | +3.7% | -1.7% |
| 3M | -5.7% | -1.0% | -4.7% | -5.7% |
| 6M | -4.4% | +11.5% | -15.9% | -7.7% |
| YTD | +8.0% | +14.3% | -6.3% | +3.4% |
| 1Y | +29.0% | +38.1% | -9.1% | +16.6% |
| 3Y | -27.7% | +55.0% | -82.7% | -37.6% |
| All | -33.7% | +80.0% | -113.8% | -50.1% |
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