+3.1%
CRM vs MNST
+68.0%
-64.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.1% |
| 7D | +2.0% | +1.6% | +0.3% | +1.8% |
| 30D | -7.7% | +5.1% | -12.7% | -8.0% |
| 3M | +8.4% | -0.5% | +8.8% | +8.2% |
| 6M | +31.9% | +8.1% | +23.8% | +30.8% |
| YTD | -17.2% | +21.2% | -38.4% | -19.0% |
| 1Y | -8.6% | +30.7% | -39.4% | -12.0% |
| 3Y | +3.1% | +67.3% | -64.2% | -5.6% |
| All | +3.1% | +68.0% | -64.8% | -5.6% |
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