+70.4%
MNST vs MPC
+163.4%
-93.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.8% |
| 7D | +3.2% | -12.8% | +16.0% | +3.4% |
| 30D | +10.6% | -12.7% | +23.3% | +10.8% |
| 3M | +1.3% | +27.1% | -25.8% | +0.9% |
| 6M | +26.2% | +45.8% | -19.6% | +25.5% |
| YTD | +24.8% | +134.7% | -109.9% | +21.9% |
| 1Y | +40.9% | +106.0% | -65.1% | +38.7% |
| All | +70.4% | +163.4% | -93.0% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling