+1,134.9%
CAT vs MNST
+242.3%
+892.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.7% | -6.5% | +8.2% | +3.7% |
| 30D | -6.6% | -7.2% | +0.7% | -4.7% |
| 3M | -13.3% | -1.0% | -12.3% | -13.5% |
| 6M | +11.6% | +11.5% | +0.1% | +7.1% |
| YTD | +42.9% | +14.3% | +28.6% | +35.7% |
| 1Y | +95.4% | +38.1% | +57.3% | +73.9% |
| 3Y | +196.6% | +55.0% | +141.6% | +150.0% |
| 5Y | +321.7% | +79.6% | +242.0% | +232.6% |
| All | +1,134.9% | +242.3% | +892.6% | +760.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling