+45.8%
MNST vs CAH
+38.5%
+7.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.2% | +2.7% |
| 7D | +6.8% | +7.0% | -0.2% | +5.6% |
| 30D | +12.0% | +12.4% | -0.3% | +10.3% |
| 3M | +3.5% | +12.2% | -8.6% | +1.8% |
| 6M | +29.7% | +33.2% | -3.6% | +24.5% |
| YTD | +27.2% | +28.4% | -1.2% | +22.4% |
| 1Y | +45.8% | +35.0% | +10.8% | +35.2% |
| All | +45.8% | +38.5% | +7.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling