+333.2%
MNST vs MPC
+1,145.2%
-812.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.4% |
| 7D | -6.9% | +2.6% | -9.5% | -7.2% |
| 30D | +3.7% | -12.2% | +15.9% | +5.6% |
| 3M | -0.3% | +20.1% | -20.4% | -3.3% |
| 6M | +5.1% | +60.6% | -55.5% | -2.8% |
| YTD | +18.4% | +150.6% | -132.1% | +1.4% |
| 1Y | +26.3% | +104.7% | -78.4% | +11.6% |
| 3Y | +64.3% | +194.5% | -130.2% | +33.5% |
| 5Y | +96.8% | +582.3% | -485.5% | +33.0% |
| 10Y | +333.2% | +1,135.3% | -802.1% | +127.3% |
| All | +333.2% | +1,145.2% | -812.0% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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