+29.5%
MNST vs MKC
-25.6%
+55.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.1% |
| 7D | -3.9% | -2.4% | -1.5% | -3.3% |
| 30D | +3.9% | +5.4% | -1.5% | +2.9% |
| 3M | -0.8% | -11.1% | +10.3% | +1.7% |
| 6M | +5.1% | -1.4% | +6.5% | +5.7% |
| YTD | +18.3% | -29.4% | +47.7% | +24.6% |
| 1Y | +29.5% | -24.7% | +54.2% | +36.1% |
| All | +29.5% | -25.6% | +55.1% | +36.1% |
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