-28.5%
CCL vs MNST
+316.3%
-344.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.3% |
| 7D | +3.1% | -5.0% | +8.0% | +6.2% |
| 30D | +17.5% | +4.6% | +12.9% | +14.5% |
| 3M | +6.8% | +1.0% | +5.8% | +5.8% |
| 6M | +18.7% | +5.8% | +12.9% | +14.3% |
| YTD | +3.0% | +19.1% | -16.0% | -8.1% |
| 1Y | +17.7% | +30.9% | -13.2% | -0.9% |
| 3Y | +155.6% | +65.7% | +89.9% | +79.5% |
| 5Y | +30.2% | +99.0% | -68.8% | -19.6% |
| 10Y | -28.5% | +313.1% | -341.5% | -66.2% |
| All | -28.5% | +316.3% | -344.8% | -66.2% |
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