+19.9%
MDT vs MNST
+45.8%
-25.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.3% | +2.8% | +5.5% |
| 7D | +10.7% | +6.8% | +4.0% | +9.5% |
| 30D | +19.3% | +12.0% | +7.3% | +17.2% |
| 3M | +22.8% | +3.5% | +19.2% | +21.7% |
| 6M | +36.4% | +29.7% | +6.7% | +31.6% |
| YTD | +12.1% | +27.2% | -15.1% | +7.4% |
| 1Y | +19.9% | +45.8% | -25.9% | +7.4% |
| All | +19.9% | +45.8% | -25.8% | +7.4% |
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