+3,812.5%
CMG vs MNST
+4,619.5%
-807.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -1.6% |
| 7D | +8.0% | -3.4% | +11.4% | +9.0% |
| 30D | +11.9% | +6.6% | +5.3% | +10.2% |
| 3M | +2.1% | -2.9% | +5.0% | +2.8% |
| 6M | +5.2% | +18.4% | -13.3% | +0.3% |
| YTD | -6.9% | +19.3% | -26.2% | -11.6% |
| 1Y | +12.7% | +37.9% | -25.2% | +3.0% |
| 3Y | -16.8% | +62.9% | -79.7% | -28.2% |
| 5Y | -4.1% | +99.6% | -103.6% | -21.7% |
| 10Y | +364.7% | +305.7% | +59.0% | +214.7% |
| All | +3,812.5% | +4,619.5% | -807.0% | +1,275.2% |
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