+35.7%
CTSH vs MNST
+336.2%
-300.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -4.2% | -4.7% | +0.5% | -2.4% |
| 30D | +3.9% | +5.2% | -1.3% | +2.0% |
| 3M | +10.2% | -0.9% | +11.1% | +10.6% |
| 6M | +35.3% | +6.1% | +29.2% | +32.1% |
| YTD | -21.8% | +18.9% | -40.7% | -27.7% |
| 1Y | -12.1% | +29.3% | -41.5% | -21.7% |
| 3Y | +2.0% | +64.9% | -62.8% | -19.5% |
| 5Y | -15.3% | +98.0% | -113.3% | -39.5% |
| All | +35.7% | +336.2% | -300.5% | -24.0% |
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