+328.4%
MNST vs CAG
-38.9%
+367.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.9% | +6.6% | -10.5% | -5.4% |
| 30D | +3.9% | +13.9% | -10.0% | +0.6% |
| 3M | -0.8% | +4.0% | -4.9% | -2.0% |
| 6M | +5.1% | +10.0% | -4.9% | +2.1% |
| YTD | +18.3% | -6.1% | +24.4% | +18.7% |
| 1Y | +29.5% | -4.3% | +33.8% | +29.3% |
| 3Y | +64.0% | -34.6% | +98.6% | +78.6% |
| 5Y | +97.2% | -39.4% | +136.6% | +118.0% |
| 10Y | +328.4% | -34.2% | +362.6% | +343.4% |
| All | +328.4% | -38.9% | +367.3% | +343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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