+40.5%
CVS vs MNST
+240.5%
-200.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.6% | -4.1% | +2.5% | -0.5% |
| 30D | +0.4% | -4.5% | +4.9% | +1.6% |
| 3M | -0.4% | -2.5% | +2.0% | 0.0% |
| 6M | +25.1% | +14.1% | +11.0% | +20.1% |
| YTD | +23.9% | +12.6% | +11.3% | +19.1% |
| 1Y | +41.1% | +36.9% | +4.1% | +28.1% |
| 3Y | +63.6% | +53.1% | +10.5% | +42.1% |
| 5Y | +31.5% | +78.2% | -46.7% | +7.5% |
| 10Y | +40.5% | +240.4% | -199.9% | -4.3% |
| All | +40.5% | +240.5% | -200.0% | -4.3% |
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