+38.1%
MNST vs MKC
-23.4%
+61.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -6.5% | -5.9% | -0.6% | -5.1% |
| 30D | -7.2% | -0.9% | -6.3% | -7.0% |
| 3M | -1.0% | +12.7% | -13.7% | -3.7% |
| 6M | +11.5% | -19.3% | +30.8% | +16.7% |
| YTD | +14.3% | -22.2% | +36.5% | +21.2% |
| 1Y | +38.1% | -23.3% | +61.5% | +45.9% |
| All | +38.1% | -23.4% | +61.5% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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