+65.7%
MNST vs CAPR
+242.0%
-176.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.6% | -0.1% |
| 7D | -5.0% | +36.0% | -41.0% | -4.9% |
| 30D | +4.6% | +25.8% | -21.2% | +4.7% |
| 3M | +1.0% | +140.8% | -139.8% | +1.4% |
| 6M | +5.8% | -67.6% | +73.4% | +5.8% |
| YTD | +19.1% | -65.9% | +84.9% | +19.0% |
| 1Y | +30.9% | +66.1% | -35.2% | +31.2% |
| 3Y | +65.7% | +256.9% | -191.2% | +68.8% |
| All | +65.7% | +242.0% | -176.3% | +68.8% |
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 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