+3,091.0%
CVNA vs MNST
+301.7%
+2,789.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.4% |
| 7D | -1.7% | -4.7% | +3.0% | +1.9% |
| 30D | +17.3% | +5.2% | +12.1% | +12.6% |
| 3M | -2.3% | -0.9% | -1.4% | -2.2% |
| 6M | -3.9% | +6.1% | -10.0% | -9.4% |
| YTD | -16.1% | +18.9% | -34.9% | -29.3% |
| 1Y | +7.9% | +29.3% | -21.4% | -15.6% |
| 3Y | +1,113.4% | +64.9% | +1,048.6% | +615.2% |
| 5Y | +20.3% | +98.0% | -77.7% | -40.8% |
| All | +3,091.0% | +301.7% | +2,789.3% | +858.4% |
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