-44.8%
CMCSA vs MNST
+80.0%
-124.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.1% | -6.5% | +4.4% | -0.3% |
| 30D | +7.0% | -7.2% | +14.3% | +9.2% |
| 3M | +15.1% | -1.0% | +16.1% | +15.4% |
| 6M | -15.4% | +11.5% | -26.8% | -18.0% |
| YTD | -1.9% | +14.3% | -16.2% | -5.9% |
| 1Y | -12.7% | +38.1% | -50.8% | -21.3% |
| 3Y | -31.0% | +55.0% | -86.0% | -40.6% |
| All | -44.8% | +80.0% | -124.9% | -55.5% |
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