-38.5%
CAT vs MNST
+27.5%
-66.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -6.7% |
| 7D | -14.5% | +3.2% | -17.7% | -13.9% |
| 30D | -35.7% | +10.6% | -46.3% | -34.6% |
| 3M | -36.3% | +1.3% | -37.6% | -35.8% |
| 6M | -38.5% | +26.2% | -64.7% | -38.4% |
| All | -38.5% | +27.5% | -66.1% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling