+78.2%
MNST vs CBOE
+151.5%
-73.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -4.1% | -4.6% | +0.6% | -3.1% |
| 30D | -4.5% | +2.6% | -7.1% | -5.1% |
| 3M | -2.5% | +4.9% | -7.4% | -3.9% |
| 6M | +14.1% | -2.2% | +16.3% | +13.7% |
| YTD | +12.6% | +17.7% | -5.2% | +6.1% |
| 1Y | +36.9% | +26.1% | +10.9% | +26.4% |
| 3Y | +53.1% | +97.1% | -44.0% | +18.6% |
| 5Y | +78.2% | +149.2% | -71.0% | +21.0% |
| All | +78.2% | +151.5% | -73.3% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling