+6,563.2%
MCD vs MNST
+610,000.3%
-603,437.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +6.4% |
| 7D | +11.9% | +6.8% | +5.1% | +11.6% |
| 30D | +20.2% | +12.0% | +8.2% | +19.8% |
| 3M | +5.2% | +3.5% | +1.6% | +5.0% |
| 6M | 0.0% | +29.7% | -29.6% | -1.0% |
| YTD | -6.5% | +27.2% | -33.7% | -7.4% |
| 1Y | -3.9% | +45.8% | -49.7% | -5.3% |
| 3Y | +12.5% | +75.5% | -63.0% | +10.0% |
| 5Y | +24.2% | +122.1% | -97.9% | +20.5% |
| 10Y | +220.9% | +332.6% | -111.7% | +204.9% |
| All | +6,563.2% | +610,000.3% | -603,437.1% | +5,477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling