+62.1%
MNST vs CART
+40.2%
+21.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -6.9% | -0.6% | -6.3% | -6.8% |
| 30D | +3.7% | +23.1% | -19.3% | +1.9% |
| 3M | -0.3% | +19.2% | -19.5% | -1.9% |
| 6M | +5.1% | +45.7% | -40.6% | +1.4% |
| YTD | +18.4% | +30.9% | -12.5% | +14.9% |
| 1Y | +26.3% | +50.2% | -23.9% | +20.9% |
| 3Y | +64.3% | +133.5% | -69.3% | +48.0% |
| All | +62.1% | +40.2% | +21.9% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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