+238.9%
CRM vs MNST
+253.9%
-15.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | -4.4% | -1.0% | -3.5% | -4.0% |
| 30D | +28.1% | -5.6% | +33.8% | +30.9% |
| 3M | +48.8% | -5.7% | +54.5% | +51.8% |
| 6M | +28.3% | +12.0% | +16.3% | +20.4% |
| YTD | -6.0% | +13.2% | -19.2% | -12.7% |
| 1Y | +1.4% | +36.1% | -34.6% | -14.1% |
| 3Y | +11.8% | +52.9% | -41.0% | -12.3% |
| 5Y | -2.0% | +81.0% | -83.0% | -30.6% |
| All | +238.9% | +253.9% | -15.0% | +93.5% |
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