-16.8%
CMG vs MNST
+64.6%
-81.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.1% |
| 7D | +8.0% | -3.4% | +11.4% | +8.5% |
| 30D | +11.9% | +6.6% | +5.3% | +11.2% |
| 3M | +2.1% | -2.9% | +5.0% | +2.6% |
| 6M | +5.2% | +18.4% | -13.3% | +3.8% |
| YTD | -6.9% | +19.3% | -26.2% | -8.2% |
| 1Y | +12.7% | +37.9% | -25.2% | +9.6% |
| 3Y | -16.8% | +62.9% | -79.7% | -20.3% |
| All | -16.8% | +64.6% | -81.4% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling