+248.4%
MNST vs MKC
+26.7%
+221.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -3.6% | -4.3% | +0.8% | -1.9% |
| 30D | -6.3% | -3.1% | -3.2% | -5.2% |
| 3M | -5.0% | +6.8% | -11.8% | -7.6% |
| 6M | +13.1% | -18.3% | +31.5% | +21.4% |
| YTD | +11.8% | -23.1% | +34.8% | +22.2% |
| 1Y | +35.2% | -23.7% | +58.9% | +48.1% |
| 3Y | +52.0% | -31.0% | +83.0% | +70.8% |
| 5Y | +77.9% | -33.5% | +111.4% | +98.7% |
| 10Y | +248.4% | +30.3% | +218.1% | +176.6% |
| All | +248.4% | +26.7% | +221.7% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling