+70.4%
MNST vs CAPR
+200.7%
-130.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.9% |
| 7D | +3.2% | +29.7% | -26.5% | +3.3% |
| 30D | +10.6% | +11.0% | -0.4% | +10.6% |
| 3M | +1.3% | +118.8% | -117.6% | +1.6% |
| 6M | +26.2% | -73.9% | +100.1% | +26.1% |
| YTD | +24.8% | -70.2% | +95.0% | +24.7% |
| 1Y | +40.9% | +38.3% | +2.7% | +41.2% |
| All | +70.4% | +200.7% | -130.3% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling