+2,944.9%
MNST vs CAPR
-99.1%
+3,044.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.9% |
| 7D | +3.2% | +29.7% | -26.5% | +3.0% |
| 30D | +10.6% | +11.0% | -0.4% | +10.5% |
| 3M | +1.3% | +118.8% | -117.6% | +0.5% |
| 6M | +26.2% | -73.9% | +100.1% | +26.7% |
| YTD | +24.8% | -70.2% | +95.0% | +25.0% |
| 1Y | +40.9% | +38.3% | +2.7% | +36.9% |
| 3Y | +72.2% | +199.7% | -127.5% | +63.6% |
| 5Y | +108.8% | +130.6% | -21.8% | +97.6% |
| 10Y | +324.4% | -68.5% | +392.9% | +290.9% |
| All | +2,944.9% | -99.1% | +3,044.0% | +2,600.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling