+74.8%
MDLZ vs MNST
+242.3%
-167.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.7% | -6.5% | +4.8% | +0.8% |
| 30D | -2.1% | -7.2% | +5.1% | +0.6% |
| 3M | +1.3% | -1.0% | +2.3% | +1.6% |
| 6M | +6.2% | +11.5% | -5.3% | +1.2% |
| YTD | +15.8% | +14.3% | +1.5% | +9.1% |
| 1Y | +4.1% | +38.1% | -34.0% | -9.1% |
| 3Y | -4.1% | +55.0% | -59.1% | -21.3% |
| 5Y | +13.4% | +79.6% | -66.3% | -13.8% |
| All | +74.8% | +242.3% | -167.4% | +6.7% |
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