-23.3%
CRCL vs MNST
+44.2%
-67.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.9% |
| 7D | -8.1% | -4.7% | -3.4% | -8.5% |
| 30D | -24.3% | +5.2% | -29.5% | -23.8% |
| 3M | -10.5% | -0.9% | -9.6% | -10.5% |
| 6M | -48.4% | +6.1% | -54.5% | -48.2% |
| YTD | -19.5% | +18.9% | -38.4% | -22.1% |
| 1Y | -26.0% | +29.3% | -55.4% | -31.0% |
| All | -23.3% | +44.2% | -67.5% | -27.1% |
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