+5,793.7%
CRM vs MNST
+34,608.0%
-28,814.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.5% |
| 7D | -3.5% | -4.1% | +0.6% | -2.4% |
| 30D | +29.3% | -4.5% | +33.7% | +30.6% |
| 3M | +36.8% | -2.5% | +39.3% | +37.3% |
| 6M | +23.9% | +14.1% | +9.7% | +18.7% |
| YTD | -5.5% | +12.6% | -18.0% | -9.3% |
| 1Y | -0.4% | +36.9% | -37.4% | -9.5% |
| 3Y | +12.8% | +53.1% | -40.3% | -1.6% |
| 5Y | -3.5% | +78.2% | -81.7% | -19.0% |
| 10Y | +238.4% | +240.4% | -1.9% | +140.9% |
| All | +5,793.7% | +34,608.0% | -28,814.3% | +1,990.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling