+7,983.2%
MDT vs MNST
+548,301.9%
-540,318.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +3.2% | -6.5% | +9.7% | +3.5% |
| 30D | +9.5% | -7.2% | +16.7% | +9.8% |
| 3M | +16.0% | -1.0% | +17.0% | +16.0% |
| 6M | +0.2% | +11.5% | -11.3% | -0.3% |
| YTD | -0.3% | +14.3% | -14.6% | -0.9% |
| 1Y | +4.7% | +38.1% | -33.4% | +3.3% |
| 3Y | +26.5% | +55.0% | -28.4% | +24.1% |
| 5Y | -18.2% | +79.6% | -97.8% | -20.3% |
| 10Y | +40.0% | +241.8% | -201.8% | +33.3% |
| All | +7,983.2% | +548,301.9% | -540,318.7% | +6,094.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling