+354.7%
MNST vs CAH
+418.0%
-63.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | +1.6% | +3.5% | -1.8% | +0.7% |
| 30D | +5.1% | +13.5% | -8.4% | +1.7% |
| 3M | -0.5% | +21.8% | -22.3% | -5.5% |
| 6M | +8.1% | +51.5% | -43.4% | -3.1% |
| YTD | +21.2% | +38.1% | -16.9% | +10.7% |
| 1Y | +30.7% | +37.7% | -7.0% | +19.5% |
| 3Y | +67.3% | +179.6% | -112.3% | +24.5% |
| 5Y | +101.9% | +504.9% | -403.1% | +20.6% |
| All | +354.7% | +418.0% | -63.3% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling