+99.8%
MNST vs CAG
-41.0%
+140.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.6% |
| 7D | +1.6% | -3.3% | +5.0% | +2.5% |
| 30D | +5.1% | +7.7% | -2.6% | +3.0% |
| 3M | -0.5% | -3.2% | +2.7% | +0.1% |
| 6M | +8.1% | +7.0% | +1.2% | +5.6% |
| YTD | +21.2% | -9.0% | +30.2% | +22.8% |
| 1Y | +30.7% | -9.6% | +40.3% | +32.6% |
| 3Y | +67.3% | -36.0% | +103.3% | +86.1% |
| All | +99.8% | -41.0% | +140.8% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling