+1,276,638.4%
MNST vs CCJ
+1,091.6%
+1,275,546.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.8% | -5.1% |
| 7D | -3.4% | -7.3% | +3.9% | -2.4% |
| 30D | +6.6% | -20.0% | +26.6% | +9.9% |
| 3M | -2.9% | -23.8% | +21.0% | +0.5% |
| 6M | +18.4% | -42.4% | +60.8% | +27.2% |
| YTD | +19.3% | -22.1% | +41.3% | +21.1% |
| 1Y | +37.9% | -20.8% | +58.7% | +39.3% |
| 3Y | +62.9% | +75.7% | -12.9% | +38.0% |
| 5Y | +99.6% | +167.4% | -67.9% | +51.3% |
| 10Y | +305.7% | +826.3% | -520.6% | +121.9% |
| All | +1,276,638.4% | +1,091.6% | +1,275,546.8% | +588,826.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling