+95.4%
CAT vs MNST
+37.8%
+57.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +1.7% | -6.5% | +8.2% | +1.3% |
| 30D | -6.6% | -7.2% | +0.7% | -6.9% |
| 3M | -13.3% | -1.0% | -12.3% | -13.6% |
| 6M | +11.6% | +11.5% | +0.1% | +9.2% |
| YTD | +42.9% | +14.3% | +28.6% | +42.8% |
| 1Y | +95.4% | +38.1% | +57.3% | +108.5% |
| All | +95.4% | +37.8% | +57.6% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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