+47.6%
CVS vs MNST
+68.0%
-20.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -0.8% |
| 7D | +6.6% | +1.6% | +4.9% | +6.3% |
| 30D | -0.4% | +5.1% | -5.5% | -1.6% |
| 3M | -5.3% | -0.5% | -4.8% | -5.5% |
| 6M | -7.7% | +8.1% | -15.8% | -9.3% |
| YTD | +16.0% | +21.2% | -5.1% | +11.5% |
| 1Y | +16.2% | +30.7% | -14.5% | +10.2% |
| 3Y | +47.6% | +67.3% | -19.7% | +33.9% |
| All | +47.6% | +68.0% | -20.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling