+12.3%
CMG vs MNST
+26.9%
-14.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -0.6% | -4.7% | +4.1% | +0.6% |
| 30D | +15.9% | +5.2% | +10.7% | +15.1% |
| 3M | +7.8% | -0.9% | +8.6% | +8.1% |
| 6M | +7.7% | +6.1% | +1.5% | +7.4% |
| YTD | -4.9% | +18.9% | -23.8% | -4.1% |
| 1Y | +12.3% | +29.3% | -17.0% | +11.4% |
| All | +12.3% | +26.9% | -14.6% | +11.4% |
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