+78.2%
MNST vs MKC
-33.2%
+111.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -4.1% | -4.3% | +0.3% | -2.8% |
| 30D | -4.5% | -2.0% | -2.5% | -3.9% |
| 3M | -2.5% | +10.0% | -12.5% | -5.4% |
| 6M | +14.1% | -18.5% | +32.7% | +20.8% |
| YTD | +12.6% | -22.4% | +35.0% | +20.6% |
| 1Y | +36.9% | -23.6% | +60.6% | +47.2% |
| 3Y | +53.1% | -30.4% | +83.5% | +67.7% |
| 5Y | +78.2% | -34.2% | +112.4% | +100.4% |
| All | +78.2% | -33.2% | +111.5% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling