+454.2%
MDLZ vs MNST
+270,427.2%
-269,973.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.7% | -6.5% | +4.8% | -0.9% |
| 30D | -2.1% | -7.2% | +5.1% | -1.2% |
| 3M | +1.3% | -1.0% | +2.3% | +1.4% |
| 6M | +6.2% | +11.5% | -5.3% | +4.6% |
| YTD | +15.8% | +14.3% | +1.5% | +13.7% |
| 1Y | +4.1% | +38.1% | -34.0% | -0.1% |
| 3Y | -4.1% | +55.0% | -59.1% | -9.6% |
| 5Y | +13.4% | +79.6% | -66.3% | +4.7% |
| 10Y | +75.7% | +241.8% | -166.0% | +51.6% |
| All | +454.2% | +270,427.2% | -269,973.0% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling