+61.6%
MDT vs MNST
+316.3%
-254.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +3.5% | -5.0% | +8.5% | +5.2% |
| 30D | +16.2% | +4.6% | +11.6% | +14.6% |
| 3M | +18.9% | +1.0% | +17.9% | +18.4% |
| 6M | +37.3% | +5.8% | +31.5% | +34.5% |
| YTD | +9.7% | +19.1% | -9.3% | +2.8% |
| 1Y | +15.2% | +30.9% | -15.7% | +4.4% |
| 3Y | +61.8% | +65.7% | -3.9% | +33.4% |
| 5Y | -1.4% | +99.0% | -100.3% | -25.0% |
| 10Y | +61.6% | +313.1% | -251.5% | +4.3% |
| All | +61.6% | +316.3% | -254.7% | +4.3% |
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