+11.2%
MCD vs MNST
+72.2%
-61.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +8.0% | +3.2% | +4.8% | +7.4% |
| 30D | +19.6% | +10.6% | +9.0% | +17.5% |
| 3M | +2.2% | +1.3% | +0.9% | +1.8% |
| 6M | -1.1% | +26.2% | -27.3% | -5.0% |
| YTD | -7.2% | +24.8% | -32.0% | -10.8% |
| 1Y | -6.7% | +40.9% | -47.6% | -12.4% |
| All | +11.2% | +72.2% | -61.0% | +0.1% |
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