+178.1%
MCD vs MNST
+241.8%
-63.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.8% | -6.5% | +3.7% | -0.9% |
| 30D | -6.0% | -7.2% | +1.2% | -4.0% |
| 3M | -5.6% | -1.0% | -4.6% | -5.4% |
| 6M | -21.9% | +11.5% | -33.3% | -24.8% |
| YTD | -14.7% | +14.3% | -29.0% | -18.7% |
| 1Y | -17.3% | +38.1% | -55.4% | -25.9% |
| 3Y | -2.2% | +55.0% | -57.1% | -16.7% |
| 5Y | +20.3% | +79.6% | -59.3% | -4.0% |
| All | +178.1% | +241.8% | -63.7% | +94.0% |
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