+10.5%
MCD vs MNST
+64.6%
-54.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.3% |
| 7D | +7.1% | -3.4% | +10.6% | +7.9% |
| 30D | +19.8% | +6.6% | +13.1% | +18.5% |
| 3M | +0.8% | -2.9% | +3.7% | +1.3% |
| 6M | -1.3% | +18.4% | -19.8% | -4.0% |
| YTD | -7.8% | +19.3% | -27.0% | -10.5% |
| 1Y | -5.0% | +37.9% | -42.8% | -10.4% |
| 3Y | +10.5% | +62.9% | -52.3% | +0.4% |
| All | +10.5% | +64.6% | -54.0% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling