+674.0%
CAT vs MNST
+305.0%
+369.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -6.3% | -3.9% | -2.4% | -5.3% |
| 30D | -26.8% | +3.9% | -30.7% | -27.8% |
| 3M | -30.0% | -0.8% | -29.2% | -30.3% |
| 6M | -34.6% | +5.1% | -39.7% | -36.2% |
| YTD | +2.9% | +18.3% | -15.4% | -3.7% |
| 1Y | +3.3% | +29.5% | -26.2% | -6.3% |
| 3Y | +153.7% | +64.0% | +89.7% | +108.7% |
| 5Y | +207.3% | +97.2% | +110.1% | +132.4% |
| 10Y | +674.0% | +328.4% | +345.6% | +402.5% |
| All | +674.0% | +305.0% | +369.0% | +402.5% |
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 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