+101.3%
MNST vs CAPR
+142.6%
-41.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -4.4% |
| 7D | -3.4% | +41.1% | -44.5% | -3.4% |
| 30D | +6.6% | +11.1% | -4.5% | +6.6% |
| 3M | -2.9% | +115.3% | -118.2% | -2.9% |
| 6M | +18.4% | -73.8% | +92.3% | +18.5% |
| YTD | +19.3% | -68.8% | +88.1% | +19.3% |
| 1Y | +37.9% | +43.3% | -5.4% | +36.8% |
| 3Y | +62.9% | +214.7% | -151.8% | +53.0% |
| All | +101.3% | +142.6% | -41.2% | +86.9% |
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