+217.3%
MNST vs CARR
+414.1%
-196.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.9% |
| 7D | -2.2% | -4.1% | +1.9% | -1.6% |
| 30D | -5.4% | -11.0% | +5.6% | -3.6% |
| 3M | -5.5% | -16.4% | +10.9% | -3.1% |
| 6M | +12.4% | -2.4% | +14.7% | +11.9% |
| YTD | +12.4% | +8.4% | +4.0% | +9.8% |
| 1Y | +37.2% | -8.0% | +45.1% | +37.5% |
| 3Y | +52.9% | +0.6% | +52.3% | +47.2% |
| 5Y | +79.7% | +7.7% | +72.0% | +65.7% |
| All | +217.3% | +414.1% | -196.8% | +158.3% |
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