+77.9%
MNST vs CARR
+9.5%
+68.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.4% |
| 7D | -3.6% | +0.6% | -4.2% | -3.7% |
| 30D | -6.3% | -8.7% | +2.4% | -4.8% |
| 3M | -5.0% | -18.4% | +13.4% | -1.7% |
| 6M | +13.1% | -0.6% | +13.7% | +12.0% |
| YTD | +11.8% | +10.9% | +0.8% | +8.1% |
| 1Y | +35.2% | -7.3% | +42.5% | +35.4% |
| 3Y | +52.0% | +2.9% | +49.1% | +42.1% |
| 5Y | +77.9% | +9.6% | +68.2% | +58.2% |
| All | +77.9% | +9.5% | +68.4% | +58.2% |
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