+54.7%
MNST vs CAG
-36.4%
+91.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.5% | -3.8% | -2.7% | -5.8% |
| 30D | -7.2% | +3.1% | -10.4% | -7.8% |
| 3M | -1.0% | +23.5% | -24.5% | -5.5% |
| 6M | +11.5% | -14.8% | +26.3% | +15.4% |
| YTD | +14.3% | -5.4% | +19.7% | +14.8% |
| 1Y | +38.1% | -11.8% | +49.9% | +41.0% |
| All | +54.7% | -36.4% | +91.1% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling