+25.7%
CVNA vs MNST
+100.5%
-74.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +4.9% |
| 7D | +7.7% | -3.4% | +11.2% | +10.3% |
| 30D | +17.2% | +6.6% | +10.6% | +12.4% |
| 3M | +7.7% | -2.9% | +10.5% | +9.2% |
| 6M | -5.5% | +18.4% | -24.0% | -17.2% |
| YTD | -12.8% | +19.3% | -32.1% | -24.2% |
| 1Y | +26.8% | +37.9% | -11.1% | -1.1% |
| 3Y | +1,007.0% | +62.9% | +944.1% | +614.7% |
| All | +25.7% | +100.5% | -74.8% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling