+96.6%
MNST vs CAPR
+152.7%
-56.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.7% |
| 7D | -3.9% | +7.6% | -11.5% | -3.9% |
| 30D | +3.9% | +13.3% | -9.4% | +3.9% |
| 3M | -0.8% | +130.4% | -131.2% | -0.8% |
| 6M | +5.1% | -70.8% | +75.9% | +5.1% |
| YTD | +18.3% | -69.3% | +87.5% | +18.3% |
| 1Y | +29.5% | +59.5% | -30.0% | +28.2% |
| 3Y | +64.0% | +216.8% | -152.7% | +53.9% |
| All | +96.6% | +152.7% | -56.2% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling