+572,080.2%
MNST vs CAG
+602.0%
+571,478.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.0% |
| 7D | -3.4% | +5.8% | -9.2% | -4.6% |
| 30D | +6.6% | +16.4% | -9.7% | +3.1% |
| 3M | -2.9% | +3.8% | -6.7% | -3.9% |
| 6M | +18.4% | +10.8% | +7.6% | +15.2% |
| YTD | +19.3% | -5.8% | +25.1% | +19.6% |
| 1Y | +37.9% | -2.4% | +40.3% | +37.2% |
| 3Y | +62.9% | -33.4% | +96.3% | +74.7% |
| 5Y | +99.6% | -39.4% | +139.0% | +117.6% |
| 10Y | +305.7% | -37.5% | +343.2% | +326.8% |
| All | +572,080.2% | +602.0% | +571,478.2% | +322,580.9% |
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