+201.5%
CAT vs MNST
+55.2%
+146.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +1.7% | -6.5% | +8.2% | +2.2% |
| 30D | -6.6% | -7.2% | +0.7% | -6.0% |
| 3M | -13.3% | -1.0% | -12.3% | -13.5% |
| 6M | +11.6% | +11.5% | +0.1% | +9.4% |
| YTD | +42.9% | +14.3% | +28.6% | +39.6% |
| 1Y | +95.4% | +38.1% | +57.3% | +86.0% |
| All | +201.5% | +55.2% | +146.3% | +186.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling