+97.3%
MNST vs CARR
+6.9%
+90.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.4% |
| 7D | -6.9% | -1.9% | -4.9% | -6.6% |
| 30D | +3.7% | -1.1% | +4.8% | +3.9% |
| 3M | -0.3% | -13.8% | +13.6% | +2.3% |
| 6M | +5.1% | -16.5% | +21.6% | +8.0% |
| YTD | +18.4% | +4.9% | +13.5% | +15.5% |
| 1Y | +26.3% | -2.7% | +28.9% | +25.0% |
| 3Y | +64.3% | +10.4% | +53.8% | +47.9% |
| All | +97.3% | +6.9% | +90.3% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling