+77.9%
MNST vs MCO
+29.3%
+48.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -3.6% | -3.1% | -0.4% | -2.6% |
| 30D | -6.3% | -0.5% | -5.8% | -6.1% |
| 3M | -5.0% | +5.7% | -10.7% | -6.8% |
| 6M | +13.1% | +3.0% | +10.1% | +11.6% |
| YTD | +11.8% | -6.5% | +18.2% | +13.2% |
| 1Y | +35.2% | -5.8% | +41.0% | +36.4% |
| 3Y | +52.0% | +43.1% | +8.9% | +26.4% |
| 5Y | +77.9% | +29.5% | +48.4% | +51.4% |
| All | +77.9% | +29.3% | +48.6% | +51.4% |
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 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