+354.7%
MNST vs CCJ
+765.4%
-410.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.1% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +5.1% | -13.2% | +18.2% | +6.0% |
| 3M | -0.5% | -27.6% | +27.2% | +1.7% |
| 6M | +8.1% | -38.7% | +46.8% | +11.6% |
| YTD | +21.2% | -22.7% | +43.9% | +22.1% |
| 1Y | +30.7% | -17.6% | +48.3% | +30.8% |
| 3Y | +67.3% | +62.7% | +4.6% | +52.4% |
| 5Y | +101.9% | +159.7% | -57.9% | +69.6% |
| All | +354.7% | +765.4% | -410.7% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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