+53.0%
MDT vs MNST
+64.6%
-11.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -2.0% |
| 7D | +5.4% | -3.4% | +8.9% | +6.2% |
| 30D | +19.1% | +6.6% | +12.4% | +17.8% |
| 3M | +19.5% | -2.9% | +22.3% | +20.0% |
| 6M | +33.5% | +18.4% | +15.0% | +29.4% |
| YTD | +8.7% | +19.3% | -10.6% | +5.0% |
| 1Y | +16.8% | +37.9% | -21.1% | +9.3% |
| 3Y | +53.0% | +62.9% | -9.9% | +40.2% |
| All | +53.0% | +64.6% | -11.6% | +40.2% |
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