+65.7%
MNST vs MKC
-20.6%
+86.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -5.0% | -1.9% | -3.0% | -4.4% |
| 30D | +4.6% | +8.0% | -3.4% | +2.4% |
| 3M | +1.0% | -8.6% | +9.6% | +3.4% |
| 6M | +5.8% | +1.1% | +4.7% | +5.2% |
| YTD | +19.1% | -27.7% | +46.7% | +29.2% |
| 1Y | +30.9% | -23.7% | +54.6% | +39.6% |
| 3Y | +65.7% | -19.4% | +85.1% | +75.1% |
| All | +65.7% | -20.6% | +86.3% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling