+248.4%
MNST vs CCJ
+1,078.9%
-830.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -3.6% | +4.2% | -7.7% | -3.9% |
| 30D | -6.3% | +3.2% | -9.5% | -6.6% |
| 3M | -5.0% | -1.8% | -3.1% | -5.0% |
| 6M | +13.1% | -13.5% | +26.7% | +13.8% |
| YTD | +11.8% | +9.7% | +2.0% | +9.9% |
| 1Y | +35.2% | +30.0% | +5.3% | +30.2% |
| 3Y | +52.0% | +172.6% | -120.6% | +32.7% |
| 5Y | +77.9% | +342.9% | -265.1% | +42.9% |
| 10Y | +248.4% | +1,099.7% | -851.3% | +145.7% |
| All | +248.4% | +1,078.9% | -830.5% | +145.7% |
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