+29.3%
MNST vs CAPR
+65.7%
-36.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.3% |
| 7D | -4.7% | +19.1% | -23.8% | -4.6% |
| 30D | +5.2% | +48.8% | -43.6% | +5.5% |
| 3M | -0.9% | +144.4% | -145.3% | -0.3% |
| 6M | +6.1% | -67.5% | +73.6% | +6.1% |
| YTD | +18.9% | -64.5% | +83.4% | +18.8% |
| 1Y | +29.3% | +74.4% | -45.1% | +30.7% |
| All | +29.3% | +65.7% | -36.4% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling