+104.3%
CEG vs MNST
+64.6%
+39.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.7% | +3.2% |
| 7D | -4.7% | -3.4% | -1.3% | -5.4% |
| 30D | -16.6% | +6.6% | -23.2% | -15.3% |
| 3M | -4.1% | -2.9% | -1.2% | -4.2% |
| 6M | -22.3% | +18.4% | -40.8% | -19.7% |
| YTD | -28.9% | +19.3% | -48.2% | -26.2% |
| 1Y | -28.5% | +37.9% | -66.4% | -23.7% |
| 3Y | +104.3% | +62.9% | +41.4% | +134.7% |
| All | +104.3% | +64.6% | +39.7% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling