+3,259.9%
CVNA vs MNST
+286.2%
+2,973.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.0% |
| 7D | +0.7% | -6.5% | +7.2% | +6.2% |
| 30D | +7.4% | -7.2% | +14.6% | +13.4% |
| 3M | +12.7% | -1.0% | +13.7% | +12.6% |
| 6M | +17.9% | +11.5% | +6.4% | +5.2% |
| YTD | -11.6% | +14.3% | -25.9% | -23.0% |
| 1Y | +0.8% | +38.1% | -37.4% | -26.2% |
| 3Y | +633.4% | +55.0% | +578.5% | +359.3% |
| 5Y | +13.5% | +79.6% | -66.2% | -39.2% |
| All | +3,259.9% | +286.2% | +2,973.7% | +943.9% |
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 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