+35.8%
CTSH vs MNST
+301.8%
-266.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -1.0% |
| 7D | -0.6% | -3.4% | +2.8% | +0.7% |
| 30D | +13.4% | +6.6% | +6.8% | +10.7% |
| 3M | +14.4% | -2.9% | +17.3% | +15.7% |
| 6M | +27.7% | +18.4% | +9.3% | +19.1% |
| YTD | -20.6% | +19.3% | -39.9% | -26.7% |
| 1Y | -9.1% | +37.9% | -47.0% | -21.1% |
| 3Y | +3.1% | +62.9% | -59.8% | -18.1% |
| 5Y | -11.8% | +99.6% | -111.4% | -37.1% |
| All | +35.8% | +301.8% | -266.0% | -23.1% |
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