+70.8%
MNST vs CART
+37.6%
+33.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | +3.2% | +1.2% | +2.0% | +3.1% |
| 30D | +10.6% | +27.1% | -16.5% | +8.3% |
| 3M | +1.3% | +27.4% | -26.2% | -1.0% |
| 6M | +26.2% | +32.1% | -5.9% | +22.5% |
| YTD | +24.8% | +28.5% | -3.7% | +21.2% |
| 1Y | +40.9% | +58.8% | -17.9% | +34.2% |
| 3Y | +72.2% | +114.8% | -42.6% | +56.5% |
| All | +70.8% | +37.6% | +33.2% | +60.0% |
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