+323.6%
CMG vs MNST
+240.5%
+83.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -1.5% | -4.1% | +2.6% | -0.1% |
| 30D | +12.7% | -4.5% | +17.2% | +14.4% |
| 3M | +26.3% | -2.5% | +28.7% | +27.2% |
| 6M | +4.5% | +14.1% | -9.6% | -0.9% |
| YTD | -0.1% | +12.6% | -12.7% | -4.9% |
| 1Y | -6.8% | +36.9% | -43.7% | -17.7% |
| 3Y | -5.0% | +53.1% | -58.1% | -21.2% |
| 5Y | -3.0% | +78.2% | -81.3% | -25.6% |
| 10Y | +323.6% | +240.4% | +83.2% | +203.6% |
| All | +323.6% | +240.5% | +83.0% | +203.6% |
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 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