+74.1%
MNST vs CART
+41.0%
+33.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.8% | +3.2% |
| 7D | +6.8% | +1.4% | +5.4% | +6.6% |
| 30D | +12.0% | +29.7% | -17.6% | +9.6% |
| 3M | +3.5% | +29.7% | -26.2% | +1.1% |
| 6M | +29.7% | +36.8% | -7.1% | +25.5% |
| YTD | +27.2% | +31.7% | -4.5% | +23.3% |
| 1Y | +45.8% | +62.4% | -16.6% | +38.6% |
| 3Y | +75.5% | +120.1% | -44.6% | +59.2% |
| All | +74.1% | +41.0% | +33.1% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling