+29.6%
MDT vs MNST
+55.2%
-25.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +3.2% | -6.5% | +9.7% | +4.5% |
| 30D | +9.5% | -7.2% | +16.7% | +11.0% |
| 3M | +16.0% | -1.0% | +17.0% | +16.1% |
| 6M | +0.2% | +11.5% | -11.3% | -2.1% |
| YTD | -0.3% | +14.3% | -14.6% | -3.3% |
| 1Y | +4.7% | +38.1% | -33.4% | -2.8% |
| All | +29.6% | +55.2% | -25.6% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling