+567,324.5%
MNST vs CAH
+16,933.8%
+550,390.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -3.9% | +9.4% | -13.3% | -5.4% |
| 30D | +3.9% | +16.5% | -12.6% | +1.1% |
| 3M | -0.8% | +17.0% | -17.8% | -3.6% |
| 6M | +5.1% | +51.4% | -46.3% | -2.5% |
| YTD | +18.3% | +36.0% | -17.7% | +11.5% |
| 1Y | +29.5% | +36.0% | -6.5% | +22.1% |
| 3Y | +64.0% | +177.5% | -113.5% | +35.3% |
| 5Y | +97.2% | +509.2% | -412.0% | +41.5% |
| 10Y | +328.4% | +408.1% | -79.7% | +206.0% |
| All | +567,324.5% | +16,933.8% | +550,390.7% | +359,760.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling