+35.2%
MNST vs CBOE
+26.0%
+9.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -6.3% | +2.7% | -9.0% | -6.5% |
| 3M | -5.0% | +0.7% | -5.7% | -4.6% |
| 6M | +13.1% | -2.0% | +15.1% | +14.5% |
| YTD | +11.8% | +17.1% | -5.4% | +9.3% |
| 1Y | +35.2% | +26.5% | +8.8% | +28.2% |
| All | +35.2% | +26.0% | +9.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling