-28.5%
CEG vs MNST
+35.8%
-64.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.7% | +2.9% |
| 7D | -4.7% | -3.4% | -1.3% | -5.6% |
| 30D | -16.6% | +6.6% | -23.2% | -15.2% |
| 3M | -4.1% | -2.9% | -1.2% | -4.1% |
| 6M | -22.3% | +18.4% | -40.8% | -20.9% |
| YTD | -28.9% | +19.3% | -48.2% | -27.3% |
| 1Y | -28.5% | +37.9% | -66.4% | -24.6% |
| All | -28.5% | +35.8% | -64.3% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling