+242.1%
MNST vs CARR
+394.0%
-151.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +1.6% | +3.5% | -1.9% | +1.1% |
| 30D | +5.1% | +0.4% | +4.7% | +4.9% |
| 3M | -0.5% | -14.1% | +13.6% | +1.8% |
| 6M | +8.1% | -16.7% | +24.8% | +10.8% |
| YTD | +21.2% | +4.2% | +17.0% | +19.1% |
| 1Y | +30.7% | -0.2% | +30.9% | +29.3% |
| 3Y | +67.3% | +10.9% | +56.4% | +57.6% |
| 5Y | +101.9% | +3.9% | +98.0% | +87.2% |
| All | +242.1% | +394.0% | -151.9% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling