+248.7%
MNST vs MCO
+385.7%
-137.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -2.2% | -7.3% | +5.1% | +0.8% |
| 30D | -5.4% | -1.7% | -3.7% | -4.7% |
| 3M | -5.5% | +3.9% | -9.4% | -7.3% |
| 6M | +12.4% | +3.8% | +8.5% | +9.9% |
| YTD | +12.4% | -7.9% | +20.3% | +14.6% |
| 1Y | +37.2% | -6.8% | +44.0% | +38.9% |
| 3Y | +52.9% | +40.9% | +11.9% | +25.3% |
| 5Y | +79.7% | +27.5% | +52.2% | +51.0% |
| All | +248.7% | +385.7% | -137.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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