+101.3%
MNST vs CCJ
+163.1%
-61.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.8% | -4.6% |
| 7D | -3.4% | -7.3% | +3.9% | -3.1% |
| 30D | +6.6% | -20.0% | +26.6% | +7.6% |
| 3M | -2.9% | -23.8% | +21.0% | -1.8% |
| 6M | +18.4% | -42.4% | +60.8% | +21.3% |
| YTD | +19.3% | -22.1% | +41.3% | +19.6% |
| 1Y | +37.9% | -20.8% | +58.7% | +38.0% |
| 3Y | +62.9% | +75.7% | -12.9% | +48.5% |
| All | +101.3% | +163.1% | -61.7% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling