+98.0%
MNST vs MCO
+36.8%
+61.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -4.7% | -1.7% | -3.0% | -4.2% |
| 30D | +5.2% | +9.1% | -3.9% | +2.2% |
| 3M | -0.9% | +6.2% | -7.1% | -2.9% |
| 6M | +6.1% | +12.6% | -6.5% | +1.8% |
| YTD | +18.9% | -0.2% | +19.1% | +17.8% |
| 1Y | +29.3% | +4.1% | +25.2% | +26.0% |
| 3Y | +64.9% | +50.6% | +14.2% | +34.6% |
| 5Y | +98.0% | +36.2% | +61.8% | +68.8% |
| All | +98.0% | +36.8% | +61.2% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling