+328.4%
MNST vs MKC
+21.5%
+307.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.3% |
| 7D | -3.9% | -2.4% | -1.5% | -3.0% |
| 30D | +3.9% | +5.4% | -1.5% | +1.8% |
| 3M | -0.8% | -11.1% | +10.3% | +3.4% |
| 6M | +5.1% | -1.4% | +6.5% | +4.9% |
| YTD | +18.3% | -29.4% | +47.7% | +33.2% |
| 1Y | +29.5% | -24.7% | +54.2% | +41.9% |
| 3Y | +64.0% | -21.8% | +85.9% | +73.9% |
| 5Y | +97.2% | -36.0% | +133.2% | +122.0% |
| 10Y | +328.4% | +24.9% | +303.5% | +246.2% |
| All | +328.4% | +21.5% | +307.0% | +246.2% |
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