+37.2%
MNST vs MCO
-7.0%
+44.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -2.2% | -7.3% | +5.1% | -1.1% |
| 30D | -5.4% | -1.7% | -3.7% | -5.0% |
| 3M | -5.5% | +3.9% | -9.4% | -5.5% |
| 6M | +12.4% | +3.8% | +8.5% | +12.2% |
| YTD | +12.4% | -7.9% | +20.3% | +12.6% |
| 1Y | +37.2% | -6.8% | +44.0% | +37.8% |
| All | +37.2% | -7.0% | +44.2% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling