-34.0%
CCL vs MNST
+344.7%
-378.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -1.5% |
| 7D | -1.2% | +1.6% | -2.8% | -2.1% |
| 30D | +13.1% | +5.1% | +8.1% | +9.9% |
| 3M | +3.4% | -0.5% | +3.8% | +3.3% |
| 6M | +18.7% | +8.1% | +10.6% | +12.7% |
| YTD | -2.3% | +21.2% | -23.5% | -13.8% |
| 1Y | +14.2% | +30.7% | -16.5% | -3.8% |
| 3Y | +133.6% | +67.3% | +66.3% | +62.8% |
| 5Y | +33.5% | +101.9% | -68.4% | -18.5% |
| All | -34.0% | +344.7% | -378.7% | -70.2% |
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