+10.9%
CMG vs MNST
+45.8%
-34.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +5.1% |
| 7D | +22.5% | +6.8% | +15.8% | +20.9% |
| 30D | +14.1% | +12.0% | +2.1% | +11.8% |
| 3M | +4.1% | +3.5% | +0.6% | +3.2% |
| 6M | +10.1% | +29.7% | -19.6% | +7.0% |
| YTD | -4.9% | +27.2% | -32.0% | -5.7% |
| 1Y | +10.9% | +45.8% | -34.9% | +9.3% |
| All | +10.9% | +45.8% | -34.9% | +9.3% |
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