+78.2%
MNST vs CAH
+400.8%
-322.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -4.5% | +1.7% | -6.2% | -5.0% |
| 3M | -2.5% | +17.9% | -20.3% | -6.6% |
| 6M | +14.1% | +10.9% | +3.2% | +10.9% |
| YTD | +12.6% | +17.9% | -5.3% | +7.2% |
| 1Y | +36.9% | +61.7% | -24.8% | +18.6% |
| 3Y | +53.1% | +183.7% | -130.6% | +8.5% |
| 5Y | +78.2% | +401.3% | -323.1% | -2.0% |
| All | +78.2% | +400.8% | -322.5% | -2.0% |
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