-40.2%
CMCSA vs MNST
+101.2%
-141.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.9% |
| 7D | +3.2% | +1.6% | +1.5% | +2.7% |
| 30D | +19.5% | +5.1% | +14.5% | +18.0% |
| 3M | -2.4% | -0.5% | -1.9% | -2.3% |
| 6M | +3.8% | +8.1% | -4.3% | +1.7% |
| YTD | -5.4% | +21.2% | -26.6% | -10.5% |
| 1Y | +1.1% | +30.7% | -29.6% | -6.6% |
| 3Y | -27.1% | +67.3% | -94.4% | -38.3% |
| All | -40.2% | +101.2% | -141.3% | -53.9% |
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