+1,333.1%
CRWD vs MNST
+165.1%
+1,168.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | +2.2% | -3.6% | +5.7% | +3.6% |
| 30D | -7.7% | -6.3% | -1.4% | -5.6% |
| 3M | +28.9% | -5.0% | +33.8% | +30.7% |
| 6M | +91.5% | +13.1% | +78.3% | +79.0% |
| YTD | +77.3% | +11.8% | +65.6% | +65.3% |
| 1Y | +96.3% | +35.2% | +61.0% | +65.7% |
| 3Y | +394.5% | +52.0% | +342.5% | +283.1% |
| 5Y | +213.5% | +77.9% | +135.6% | +115.7% |
| All | +1,333.1% | +165.1% | +1,168.0% | +629.5% |
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