+83.7%
CDNS vs MNST
+97.2%
-13.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +7.0% | -4.7% | +11.8% | +8.5% |
| 30D | -0.3% | +5.2% | -5.5% | -2.2% |
| 3M | +3.2% | -0.9% | +4.0% | +2.9% |
| 6M | -6.9% | +6.1% | -13.0% | -9.4% |
| YTD | +6.6% | +18.9% | -12.2% | -1.3% |
| 1Y | +5.6% | +29.3% | -23.7% | -5.6% |
| 3Y | +27.4% | +64.9% | -37.4% | +0.2% |
| 5Y | +83.7% | +98.0% | -14.3% | +22.7% |
| All | +83.7% | +97.2% | -13.5% | +22.7% |
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