+1,261.7%
CIEN vs MNST
+328.4%
+933.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +8.7% | -6.9% | +15.6% | +11.2% |
| 30D | -26.9% | +3.7% | -30.7% | -28.3% |
| 3M | -23.6% | -0.3% | -23.3% | -24.3% |
| 6M | -49.1% | +5.1% | -54.2% | -50.9% |
| YTD | +26.6% | +18.4% | +8.2% | +16.2% |
| 1Y | +42.7% | +26.3% | +16.4% | +27.7% |
| 3Y | +570.8% | +64.3% | +506.6% | +428.4% |
| 5Y | +386.4% | +96.8% | +289.6% | +247.4% |
| 10Y | +1,261.7% | +333.2% | +928.5% | +768.1% |
| All | +1,261.7% | +328.4% | +933.3% | +768.1% |
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