+2,670.3%
MNST vs CBOE
+1,300.3%
+1,370.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.6% |
| 7D | -3.9% | +6.0% | -9.9% | -5.5% |
| 30D | +3.9% | +19.9% | -16.0% | -1.4% |
| 3M | -0.8% | +28.4% | -29.2% | -8.0% |
| 6M | +5.1% | +5.2% | -0.1% | +2.3% |
| YTD | +18.3% | +46.4% | -28.1% | +3.8% |
| 1Y | +29.5% | +41.8% | -12.3% | +14.7% |
| 3Y | +64.0% | +114.4% | -50.4% | +26.1% |
| 5Y | +97.2% | +202.9% | -105.7% | +34.6% |
| 10Y | +328.4% | +511.3% | -182.9% | +125.9% |
| All | +2,670.3% | +1,300.3% | +1,370.0% | +890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling