+725.3%
CAT vs MNST
+301.8%
+423.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.1% |
| 7D | -10.3% | -3.4% | -6.9% | -9.5% |
| 30D | -31.2% | +6.6% | -37.8% | -32.7% |
| 3M | -34.7% | -2.9% | -31.8% | -34.5% |
| 6M | -39.5% | +18.4% | -57.9% | -43.2% |
| YTD | -1.7% | +19.3% | -20.9% | -8.1% |
| 1Y | -1.1% | +37.9% | -39.0% | -11.9% |
| 3Y | +143.9% | +62.9% | +81.0% | +102.1% |
| 5Y | +194.8% | +99.6% | +95.2% | +123.3% |
| All | +725.3% | +301.8% | +423.5% | +443.8% |
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