+205.1%
CRM vs MNST
+344.7%
-139.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.7% |
| 7D | +2.0% | +1.6% | +0.3% | +1.3% |
| 30D | -7.7% | +5.1% | -12.7% | -9.6% |
| 3M | +8.4% | -0.5% | +8.8% | +8.2% |
| 6M | +31.9% | +8.1% | +23.8% | +27.0% |
| YTD | -17.2% | +21.2% | -38.4% | -25.3% |
| 1Y | -8.6% | +30.7% | -39.4% | -20.5% |
| 3Y | +3.1% | +67.3% | -64.2% | -22.2% |
| 5Y | -27.6% | +101.9% | -129.5% | -51.1% |
| All | +205.1% | +344.7% | -139.6% | +62.5% |
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