+70.1%
MDT vs MNST
+344.7%
-274.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.2% |
| 7D | +1.0% | +1.6% | -0.6% | +0.5% |
| 30D | +9.2% | +5.1% | +4.1% | +7.5% |
| 3M | +14.5% | -0.5% | +15.0% | +14.6% |
| 6M | +37.3% | +8.1% | +29.2% | +33.6% |
| YTD | +9.8% | +21.2% | -11.4% | +2.3% |
| 1Y | +10.5% | +30.7% | -20.2% | +0.3% |
| 3Y | +57.4% | +67.3% | -9.9% | +29.6% |
| 5Y | +1.2% | +101.9% | -100.7% | -23.4% |
| All | +70.1% | +344.7% | -274.6% | +13.6% |
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 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