+395,816.2%
MNST vs MCO
+7,698.6%
+388,117.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -6.5% | -4.2% | -2.3% | -5.3% |
| 30D | -7.2% | +2.2% | -9.4% | -7.8% |
| 3M | -1.0% | +10.1% | -11.1% | -3.9% |
| 6M | +11.5% | +5.3% | +6.2% | +9.4% |
| YTD | +14.3% | -2.7% | +17.0% | +14.1% |
| 1Y | +38.1% | -0.4% | +38.5% | +36.8% |
| 3Y | +55.0% | +49.0% | +5.9% | +34.8% |
| 5Y | +79.6% | +33.6% | +46.0% | +59.3% |
| 10Y | +241.8% | +395.3% | -153.5% | +109.8% |
| All | +395,816.2% | +7,698.6% | +388,117.5% | +151,981.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling