+313.1%
MNST vs CCJ
+859.4%
-546.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.6% |
| 7D | -5.0% | +2.7% | -7.7% | -5.2% |
| 30D | +4.6% | -14.4% | +19.0% | +5.6% |
| 3M | +1.0% | -22.6% | +23.6% | +2.7% |
| 6M | +5.8% | -35.4% | +41.2% | +8.8% |
| YTD | +19.1% | -17.6% | +36.7% | +19.4% |
| 1Y | +30.9% | -18.1% | +49.1% | +31.1% |
| 3Y | +65.7% | +79.6% | -13.8% | +49.9% |
| 5Y | +99.0% | +175.3% | -76.3% | +66.8% |
| 10Y | +313.1% | +844.8% | -531.8% | +209.3% |
| All | +313.1% | +859.4% | -546.4% | +209.3% |
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