+593.1%
CEG vs MNST
+114.0%
+479.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -0.7% |
| 7D | +12.1% | +1.6% | +10.5% | +12.2% |
| 30D | +0.2% | +5.1% | -4.8% | +0.3% |
| 3M | +0.7% | -0.5% | +1.2% | +0.8% |
| 6M | +2.2% | +8.1% | -5.9% | +2.0% |
| YTD | -20.3% | +21.2% | -41.5% | -21.0% |
| 1Y | -16.1% | +30.7% | -46.8% | -17.1% |
| 3Y | +134.7% | +67.3% | +67.4% | +129.5% |
| All | +593.1% | +114.0% | +479.1% | +530.2% |
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