+2,689.6%
MNST vs CAPR
-99.1%
+2,788.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -6.5% | -2.0% | -4.5% | -6.5% |
| 30D | -7.2% | +139.2% | -146.4% | -7.9% |
| 3M | -1.0% | -66.4% | +65.4% | -0.7% |
| 6M | +11.5% | -63.1% | +74.6% | +11.6% |
| YTD | +14.3% | -67.4% | +81.7% | +14.5% |
| 1Y | +38.1% | +58.2% | -20.1% | +34.0% |
| 3Y | +55.0% | +42.2% | +12.8% | +48.4% |
| 5Y | +79.6% | +87.3% | -7.6% | +70.5% |
| 10Y | +241.8% | -75.3% | +317.1% | +215.5% |
| All | +2,689.6% | -99.1% | +2,788.7% | +2,373.5% |
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