+10.2%
CRM vs MNST
+51.9%
-41.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -5.0% | -3.6% | -1.4% | -4.6% |
| 30D | +23.6% | -6.3% | +29.9% | +24.2% |
| 3M | +39.6% | -5.0% | +44.6% | +40.0% |
| 6M | +23.4% | +13.1% | +10.3% | +21.4% |
| YTD | -7.4% | +11.8% | -19.1% | -8.9% |
| 1Y | -2.3% | +35.2% | -37.6% | -8.3% |
| All | +10.2% | +51.9% | -41.7% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling