-16.2%
MCHP vs MNST
+64.6%
-80.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.4% | -5.6% | -9.5% |
| 7D | -24.6% | -3.4% | -21.1% | -24.2% |
| 30D | -25.2% | +6.6% | -31.8% | -25.6% |
| 3M | -21.1% | -2.9% | -18.2% | -20.8% |
| 6M | -42.7% | +18.4% | -61.1% | -44.6% |
| YTD | -6.9% | +19.3% | -26.1% | -10.4% |
| 1Y | +0.9% | +37.9% | -37.0% | -6.0% |
| 3Y | -16.2% | +62.9% | -79.1% | -24.4% |
| All | -16.2% | +64.6% | -80.8% | -24.4% |
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