+240.4%
MNST vs CCI
+17.2%
+223.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -4.5% | +0.5% | -5.0% | -4.7% |
| 3M | -2.5% | -16.3% | +13.8% | +3.4% |
| 6M | +14.1% | -13.9% | +28.1% | +19.3% |
| YTD | +12.6% | -12.4% | +25.0% | +16.1% |
| 1Y | +36.9% | -15.2% | +52.1% | +42.8% |
| 3Y | +53.1% | -9.9% | +63.0% | +51.7% |
| 5Y | +78.2% | -50.8% | +129.1% | +126.6% |
| 10Y | +240.4% | +18.3% | +222.1% | +188.1% |
| All | +240.4% | +17.2% | +223.2% | +188.1% |
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