+1,026.6%
CDNS vs MNST
+241.8%
+784.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -14.0% | -6.5% | -7.5% | -11.3% |
| 30D | -13.2% | -7.2% | -5.9% | -10.4% |
| 3M | -28.9% | -1.0% | -27.9% | -28.9% |
| 6M | -4.2% | +11.5% | -15.7% | -10.0% |
| YTD | -6.4% | +14.3% | -20.7% | -13.5% |
| 1Y | -16.2% | +38.1% | -54.3% | -30.1% |
| 3Y | +20.2% | +55.0% | -34.8% | -8.1% |
| 5Y | +76.6% | +79.6% | -3.0% | +22.4% |
| All | +1,026.6% | +241.8% | +784.8% | +532.8% |
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