-22.7%
MCHP vs MNST
+100.5%
-123.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.4% | -5.6% | -8.4% |
| 7D | -24.6% | -3.4% | -21.1% | -23.5% |
| 30D | -25.2% | +6.6% | -31.8% | -26.9% |
| 3M | -21.1% | -2.9% | -18.2% | -20.6% |
| 6M | -42.7% | +18.4% | -61.1% | -47.5% |
| YTD | -6.9% | +19.3% | -26.1% | -15.3% |
| 1Y | +0.9% | +37.9% | -37.0% | -14.9% |
| 3Y | -16.2% | +62.9% | -79.1% | -36.7% |
| All | -22.7% | +100.5% | -123.2% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling