+332.6%
MNST vs CB
+247.3%
+85.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.3% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | +3.9% | +8.2% | -4.3% | +0.9% |
| 3M | -0.8% | +6.3% | -7.1% | -3.1% |
| 6M | +5.1% | +16.2% | -11.1% | -1.1% |
| YTD | +18.3% | +19.3% | -1.1% | +9.9% |
| 1Y | +29.5% | +29.2% | +0.3% | +16.6% |
| 3Y | +64.0% | +71.4% | -7.4% | +30.5% |
| 5Y | +97.2% | +104.2% | -7.1% | +44.6% |
| All | +332.6% | +247.3% | +85.4% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling