+3,206.8%
CVNA vs MNST
+277.6%
+2,929.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.2% |
| 7D | -1.0% | -3.6% | +2.5% | +1.9% |
| 30D | -1.0% | -6.3% | +5.3% | +3.9% |
| 3M | +5.5% | -5.0% | +10.4% | +9.0% |
| 6M | +11.8% | +13.1% | -1.3% | -1.5% |
| YTD | -13.0% | +11.8% | -24.8% | -22.8% |
| 1Y | -2.1% | +35.2% | -37.4% | -27.1% |
| 3Y | +681.6% | +52.0% | +629.6% | +396.8% |
| 5Y | +11.6% | +77.9% | -66.2% | -39.8% |
| All | +3,206.8% | +277.6% | +2,929.1% | +945.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling