+383.6%
CMG vs MNST
+316.3%
+67.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +8.6% | -5.0% | +13.6% | +10.5% |
| 30D | +13.1% | +4.6% | +8.6% | +11.5% |
| 3M | +9.0% | +1.0% | +8.0% | +8.5% |
| 6M | +10.0% | +5.8% | +4.2% | +7.7% |
| YTD | -3.4% | +19.1% | -22.5% | -9.8% |
| 1Y | +16.8% | +30.9% | -14.1% | +5.4% |
| 3Y | -14.7% | +65.7% | -80.4% | -31.0% |
| 5Y | -1.5% | +99.0% | -100.5% | -27.1% |
| 10Y | +383.6% | +313.1% | +70.5% | +224.5% |
| All | +383.6% | +316.3% | +67.3% | +224.5% |
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