+207.2%
CVX vs MNST
+240.5%
-33.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -0.6% | -4.1% | +3.5% | +0.5% |
| 30D | +13.4% | -4.5% | +17.9% | +14.7% |
| 3M | +11.8% | -2.5% | +14.3% | +12.2% |
| 6M | +12.4% | +14.1% | -1.7% | +7.2% |
| YTD | +41.5% | +12.6% | +28.9% | +35.1% |
| 1Y | +41.6% | +36.9% | +4.7% | +26.8% |
| 3Y | +42.2% | +53.1% | -10.9% | +21.0% |
| 5Y | +166.0% | +78.2% | +87.7% | +109.7% |
| 10Y | +207.2% | +240.4% | -33.2% | +99.4% |
| All | +207.2% | +240.5% | -33.3% | +99.4% |
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