+245.6%
MNST vs CAG
-36.5%
+282.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.5% | -3.8% | -2.7% | -5.6% |
| 30D | -7.2% | +3.1% | -10.4% | -8.0% |
| 3M | -1.0% | +23.5% | -24.5% | -6.3% |
| 6M | +11.5% | -14.8% | +26.3% | +15.3% |
| YTD | +14.3% | -5.4% | +19.7% | +14.8% |
| 1Y | +38.1% | -11.8% | +49.9% | +41.0% |
| 3Y | +55.0% | -36.7% | +91.6% | +70.5% |
| 5Y | +79.6% | -40.3% | +119.9% | +99.7% |
| All | +245.6% | -36.5% | +282.1% | +278.3% |
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