+211.7%
MCD vs MNST
+301.8%
-90.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.8% |
| 7D | +7.1% | -3.4% | +10.6% | +8.3% |
| 30D | +19.8% | +6.6% | +13.1% | +17.5% |
| 3M | +0.8% | -2.9% | +3.7% | +1.6% |
| 6M | -1.3% | +18.4% | -19.8% | -6.8% |
| YTD | -7.8% | +19.3% | -27.0% | -13.2% |
| 1Y | -5.0% | +37.9% | -42.8% | -14.7% |
| 3Y | +10.5% | +62.9% | -52.3% | -7.2% |
| 5Y | +22.0% | +99.6% | -77.6% | -5.9% |
| All | +211.7% | +301.8% | -90.1% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling