+99.0%
MNST vs CAH
+501.6%
-402.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -5.0% | +7.8% | -12.8% | -6.8% |
| 30D | +4.6% | +15.5% | -10.9% | +0.9% |
| 3M | +1.0% | +16.3% | -15.3% | -2.8% |
| 6M | +5.8% | +50.0% | -44.2% | -4.8% |
| YTD | +19.1% | +34.7% | -15.7% | +9.7% |
| 1Y | +30.9% | +35.9% | -5.0% | +20.3% |
| 3Y | +65.7% | +178.5% | -112.8% | +20.3% |
| 5Y | +99.0% | +515.7% | -416.7% | +2.2% |
| All | +99.0% | +501.6% | -402.7% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling