-5.7%
MCD vs MNST
+29.1%
-34.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +7.3% | -3.9% | +11.2% | +8.2% |
| 30D | +20.0% | +3.9% | +16.1% | +19.5% |
| 3M | +3.8% | -0.8% | +4.6% | +4.1% |
| 6M | +3.8% | +5.1% | -1.3% | +3.9% |
| YTD | -5.9% | +18.3% | -24.1% | -5.4% |
| All | -5.7% | +29.1% | -34.8% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling