+548,301.9%
MNST vs CAG
+604.9%
+547,697.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.5% | -3.8% | -2.7% | -5.7% |
| 30D | -7.2% | +3.1% | -10.4% | -7.9% |
| 3M | -1.0% | +23.5% | -24.5% | -5.7% |
| 6M | +11.5% | -14.8% | +26.3% | +14.8% |
| YTD | +14.3% | -5.4% | +19.7% | +14.7% |
| 1Y | +38.1% | -11.8% | +49.9% | +40.6% |
| 3Y | +55.0% | -36.7% | +91.6% | +68.3% |
| 5Y | +79.6% | -40.3% | +119.9% | +96.7% |
| 10Y | +241.8% | -37.0% | +278.8% | +259.3% |
| All | +548,301.9% | +604.9% | +547,697.0% | +309,394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling