-10.0%
CRM vs MNST
+45.8%
-55.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +2.4% |
| 7D | -6.2% | +6.8% | -13.0% | -5.8% |
| 30D | -1.2% | +12.0% | -13.2% | -0.2% |
| 3M | +19.1% | +3.5% | +15.6% | +18.7% |
| 6M | +23.0% | +29.7% | -6.7% | +28.2% |
| YTD | -13.7% | +27.2% | -40.8% | -10.1% |
| 1Y | -10.0% | +45.8% | -55.8% | -9.9% |
| All | -10.0% | +45.8% | -55.7% | -9.9% |
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