-9.3%
MCD vs MNST
+32.0%
-41.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | -1.6% | +1.6% | -3.3% | -2.0% |
| 30D | +14.1% | +5.1% | +9.1% | +13.3% |
| 3M | +0.6% | -0.5% | +1.1% | +0.5% |
| 6M | 0.0% | +8.1% | -8.1% | -0.4% |
| YTD | -9.3% | +21.2% | -30.5% | -9.3% |
| 1Y | -9.3% | +30.7% | -40.0% | -9.7% |
| All | -9.3% | +32.0% | -41.3% | -9.7% |
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