+346.0%
MNST vs CAPR
-63.2%
+409.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.4% |
| 7D | -4.7% | +19.1% | -23.8% | -4.9% |
| 30D | +5.2% | +48.8% | -43.6% | +4.9% |
| 3M | -0.9% | +144.4% | -145.3% | -1.7% |
| 6M | +6.1% | -67.5% | +73.6% | +6.4% |
| YTD | +18.9% | -64.5% | +83.4% | +18.9% |
| 1Y | +29.3% | +74.4% | -45.1% | +25.3% |
| 3Y | +64.9% | +265.7% | -200.8% | +54.7% |
| 5Y | +98.0% | +196.0% | -98.0% | +84.7% |
| All | +346.0% | -63.2% | +409.2% | +311.6% |
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