+571,079.0%
MNST vs CAH
+16,780.0%
+554,299.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -5.0% | +7.8% | -12.8% | -6.2% |
| 30D | +4.6% | +15.5% | -10.9% | +2.0% |
| 3M | +1.0% | +16.3% | -15.3% | -1.7% |
| 6M | +5.8% | +50.0% | -44.2% | -1.7% |
| YTD | +19.1% | +34.7% | -15.7% | +12.5% |
| 1Y | +30.9% | +35.9% | -5.0% | +23.4% |
| 3Y | +65.7% | +178.5% | -112.8% | +36.6% |
| 5Y | +99.0% | +515.7% | -416.7% | +42.5% |
| 10Y | +313.1% | +421.5% | -108.4% | +193.8% |
| All | +571,079.0% | +16,780.0% | +554,299.0% | +362,717.8% |
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