+2,577.4%
MNST vs CBOE
+1,045.3%
+1,532.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -6.5% | -3.6% | -2.9% | -5.6% |
| 30D | -7.2% | +5.1% | -12.3% | -8.6% |
| 3M | -1.0% | +4.6% | -5.6% | -3.0% |
| 6M | +11.5% | -0.3% | +11.7% | +10.0% |
| YTD | +14.3% | +19.8% | -5.4% | +6.5% |
| 1Y | +38.1% | +28.4% | +9.8% | +25.9% |
| 3Y | +55.0% | +104.1% | -49.1% | +20.5% |
| 5Y | +79.6% | +150.9% | -71.3% | +29.6% |
| 10Y | +241.8% | +393.5% | -151.7% | +91.8% |
| All | +2,577.4% | +1,045.3% | +1,532.1% | +916.6% |
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