+62.9%
MNST vs CB
+71.5%
-8.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.9% |
| 7D | -3.4% | +0.2% | -3.7% | -3.4% |
| 30D | +6.6% | +9.1% | -2.4% | +4.4% |
| 3M | -2.9% | +3.4% | -6.3% | -3.7% |
| 6M | +18.4% | +14.1% | +4.4% | +14.3% |
| YTD | +19.3% | +18.0% | +1.2% | +14.0% |
| 1Y | +37.9% | +30.1% | +7.8% | +28.1% |
| 3Y | +62.9% | +71.8% | -8.9% | +45.2% |
| All | +62.9% | +71.5% | -8.6% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling