+354.7%
MNST vs CAPR
-65.7%
+420.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.9% | +8.9% | +2.0% |
| 7D | +1.6% | +5.9% | -4.3% | +1.6% |
| 30D | +5.1% | +44.6% | -39.5% | +4.8% |
| 3M | -0.5% | +126.4% | -126.8% | -1.2% |
| 6M | +8.1% | -68.6% | +76.7% | +8.4% |
| YTD | +21.2% | -67.0% | +88.2% | +21.3% |
| 1Y | +30.7% | +65.2% | -34.4% | +26.7% |
| 3Y | +67.3% | +235.6% | -168.3% | +57.1% |
| 5Y | +101.9% | +175.4% | -73.6% | +88.3% |
| All | +354.7% | -65.7% | +420.4% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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