+328.4%
MNST vs CCI
+59.7%
+268.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -3.9% | +3.2% | -7.1% | -4.9% |
| 30D | +3.9% | +12.2% | -8.3% | -0.3% |
| 3M | -0.8% | +23.1% | -24.0% | -8.2% |
| 6M | +5.1% | +1.3% | +3.8% | +3.5% |
| YTD | +18.3% | +4.5% | +13.8% | +14.1% |
| 1Y | +29.5% | +2.3% | +27.2% | +25.7% |
| 3Y | +64.0% | +9.8% | +54.2% | +51.2% |
| 5Y | +97.2% | -36.5% | +133.7% | +125.8% |
| 10Y | +328.4% | +64.7% | +263.8% | +227.6% |
| All | +328.4% | +59.7% | +268.7% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling