+67.3%
MNST vs CCJ
+67.4%
-0.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +1.9% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | +5.1% | -13.2% | +18.2% | +4.9% |
| 3M | -0.5% | -27.6% | +27.2% | -0.8% |
| 6M | +8.1% | -38.7% | +46.8% | +7.7% |
| YTD | +21.2% | -22.7% | +43.9% | +21.0% |
| 1Y | +30.7% | -17.6% | +48.3% | +30.5% |
| 3Y | +67.3% | +62.7% | +4.6% | +65.3% |
| All | +67.3% | +67.4% | -0.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling