+222.7%
MNST vs CARR
+441.9%
-219.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -6.5% | +1.6% | -8.1% | -6.7% |
| 30D | -7.2% | -8.7% | +1.5% | -5.9% |
| 3M | -1.0% | -12.6% | +11.6% | +0.8% |
| 6M | +11.5% | -1.5% | +13.0% | +10.9% |
| YTD | +14.3% | +14.3% | 0.0% | +10.8% |
| 1Y | +38.1% | -4.6% | +42.7% | +37.6% |
| 3Y | +55.0% | +7.3% | +47.6% | +47.6% |
| 5Y | +79.6% | +11.6% | +68.0% | +64.6% |
| All | +222.7% | +441.9% | -219.2% | +160.5% |
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 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