+234.3%
MNST vs CARR
+397.5%
-163.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.3% |
| 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% | +2.0% |
| 6M | +5.1% | -16.5% | +21.6% | +7.6% |
| YTD | +18.4% | +4.9% | +13.5% | +16.2% |
| 1Y | +26.3% | -2.7% | +28.9% | +25.4% |
| 3Y | +64.3% | +10.4% | +53.8% | +54.9% |
| 5Y | +96.8% | +7.7% | +89.1% | +81.6% |
| All | +234.3% | +397.5% | -163.2% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling