+21.7%
MDLZ vs MNST
+35.8%
-14.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.1% |
| 7D | +1.7% | -3.4% | +5.1% | +2.7% |
| 30D | +11.2% | +6.6% | +4.6% | +9.6% |
| 3M | +6.1% | -2.9% | +9.0% | +7.0% |
| 6M | +8.6% | +18.4% | -9.9% | +5.3% |
| YTD | +25.8% | +19.3% | +6.6% | +21.7% |
| 1Y | +21.7% | +37.9% | -16.2% | +14.4% |
| All | +21.7% | +35.8% | -14.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling