-0.8%
CRM vs MNST
+79.8%
-80.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -4.4% | -1.0% | -3.5% | -4.1% |
| 30D | +28.1% | -5.6% | +33.8% | +30.4% |
| 3M | +48.8% | -5.7% | +54.5% | +51.2% |
| 6M | +28.3% | +12.0% | +16.3% | +21.6% |
| YTD | -6.0% | +13.2% | -19.2% | -11.8% |
| 1Y | +1.4% | +36.1% | -34.6% | -13.2% |
| 3Y | +11.8% | +52.9% | -41.0% | -10.9% |
| All | -0.8% | +79.8% | -80.6% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling