+101.3%
MNST vs CAG
-39.4%
+140.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.0% |
| 7D | -3.4% | +5.8% | -9.2% | -4.8% |
| 30D | +6.6% | +16.4% | -9.7% | +2.4% |
| 3M | -2.9% | +3.8% | -6.7% | -4.1% |
| 6M | +18.4% | +10.8% | +7.6% | +14.5% |
| YTD | +19.3% | -5.8% | +25.1% | +19.8% |
| 1Y | +37.9% | -2.4% | +40.3% | +36.8% |
| 3Y | +62.9% | -33.4% | +96.3% | +79.3% |
| All | +101.3% | -39.4% | +140.8% | +122.1% |
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