+3,214.0%
CVNA vs MNST
+303.0%
+2,911.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +5.6% |
| 7D | +7.7% | -3.4% | +11.2% | +10.8% |
| 30D | +17.2% | +6.6% | +10.6% | +11.3% |
| 3M | +7.7% | -2.9% | +10.5% | +9.3% |
| 6M | -5.5% | +18.4% | -24.0% | -19.9% |
| YTD | -12.8% | +19.3% | -32.1% | -26.8% |
| 1Y | +26.8% | +37.9% | -11.1% | -6.1% |
| 3Y | +1,007.0% | +62.9% | +944.1% | +561.4% |
| 5Y | +23.5% | +99.6% | -76.1% | -39.6% |
| All | +3,214.0% | +303.0% | +2,911.0% | +892.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling