+4,100.0%
CMG vs MNST
+4,423.4%
-323.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.8% | -6.5% | +3.7% | -1.2% |
| 30D | +7.1% | -7.2% | +14.4% | +9.1% |
| 3M | +31.2% | -1.0% | +32.2% | +31.4% |
| 6M | +0.7% | +11.5% | -10.8% | -2.5% |
| YTD | -0.1% | +14.3% | -14.4% | -4.0% |
| 1Y | -10.7% | +38.1% | -48.9% | -18.5% |
| 3Y | -4.7% | +55.0% | -59.7% | -16.7% |
| 5Y | -3.8% | +79.6% | -83.4% | -19.4% |
| 10Y | +352.5% | +241.8% | +110.7% | +218.9% |
| All | +4,100.0% | +4,423.4% | -323.4% | +1,392.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling