+2,738.7%
MNST vs CBOE
+1,341.0%
+1,397.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | +1.6% | +6.3% | -4.7% | -0.1% |
| 30D | +5.1% | +24.9% | -19.9% | -1.4% |
| 3M | -0.5% | +28.5% | -28.9% | -7.7% |
| 6M | +8.1% | +2.9% | +5.3% | +6.1% |
| YTD | +21.2% | +50.7% | -29.5% | +5.5% |
| 1Y | +30.7% | +45.5% | -14.8% | +15.0% |
| 3Y | +67.3% | +116.3% | -49.0% | +28.5% |
| 5Y | +101.9% | +204.3% | -102.5% | +37.8% |
| 10Y | +343.3% | +526.3% | -183.0% | +132.2% |
| All | +2,738.7% | +1,341.0% | +1,397.7% | +907.1% |
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