+52.0%
MNST vs CARR
+4.3%
+47.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -4.1% | +3.2% | -7.3% | -4.3% |
| 30D | -4.5% | -7.7% | +3.2% | -3.9% |
| 3M | -2.5% | -11.9% | +9.5% | -1.7% |
| 6M | +14.1% | +2.0% | +12.1% | +13.4% |
| YTD | +12.6% | +13.2% | -0.6% | +11.1% |
| 1Y | +36.9% | -8.5% | +45.5% | +37.3% |
| All | +52.0% | +4.3% | +47.7% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling