+192.1%
CAT vs MNST
+111.6%
+80.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -6.1% |
| 7D | -14.5% | +3.2% | -17.7% | -14.9% |
| 30D | -35.7% | +10.6% | -46.3% | -36.8% |
| 3M | -36.3% | +1.3% | -37.6% | -36.5% |
| 6M | -38.5% | +26.2% | -64.7% | -41.5% |
| YTD | -2.5% | +24.8% | -27.3% | -7.3% |
| 1Y | -1.9% | +40.9% | -42.8% | -9.0% |
| 3Y | +139.2% | +72.2% | +67.0% | +109.8% |
| 5Y | +192.1% | +108.8% | +83.4% | +146.3% |
| All | +192.1% | +111.6% | +80.6% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling