+136.1%
MCHP vs MNST
+336.2%
-200.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -4.3% | -4.7% | +0.5% | -1.8% |
| 30D | -16.3% | +5.2% | -21.5% | -18.4% |
| 3M | -21.4% | -0.9% | -20.5% | -21.4% |
| 6M | -35.8% | +6.1% | -41.9% | -38.6% |
| YTD | -0.9% | +18.9% | -19.8% | -11.8% |
| 1Y | +14.5% | +29.3% | -14.8% | -3.0% |
| 3Y | -13.7% | +64.9% | -78.5% | -38.5% |
| 5Y | -16.9% | +98.0% | -114.9% | -47.8% |
| All | +136.1% | +336.2% | -200.1% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling