+193.4%
MCD vs MNST
+344.7%
-151.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.2% |
| 7D | -1.6% | +1.6% | -3.3% | -2.1% |
| 30D | +14.1% | +5.1% | +9.1% | +12.4% |
| 3M | +0.6% | -0.5% | +1.1% | +0.7% |
| 6M | 0.0% | +8.1% | -8.1% | -2.5% |
| YTD | -9.3% | +21.2% | -30.5% | -15.1% |
| 1Y | -9.3% | +30.7% | -40.0% | -17.2% |
| 3Y | +8.6% | +67.3% | -58.7% | -9.8% |
| 5Y | +21.9% | +101.9% | -80.0% | -6.5% |
| All | +193.4% | +344.7% | -151.3% | +91.9% |
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 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