+36.9%
MNST vs CAG
-15.1%
+52.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -4.1% | -5.3% | +1.2% | -3.4% |
| 30D | -4.5% | +1.0% | -5.5% | -4.6% |
| 3M | -2.5% | +17.4% | -19.8% | -4.4% |
| 6M | +14.1% | -16.8% | +30.9% | +17.4% |
| YTD | +12.6% | -6.8% | +19.3% | +12.5% |
| 1Y | +36.9% | -15.4% | +52.3% | +39.5% |
| All | +36.9% | -15.1% | +52.1% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling