+1,223,580.5%
MNST vs CCJ
+1,583.6%
+1,221,996.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -7.2% | +6.9% | -14.1% | -8.3% |
| 3M | -1.0% | -11.6% | +10.6% | +0.3% |
| 6M | +11.5% | -16.2% | +27.7% | +13.2% |
| YTD | +14.3% | +10.1% | +4.2% | +10.6% |
| 1Y | +38.1% | +32.3% | +5.9% | +28.3% |
| 3Y | +55.0% | +171.3% | -116.3% | +23.1% |
| 5Y | +79.6% | +372.4% | -292.8% | +23.9% |
| 10Y | +241.8% | +1,070.0% | -828.2% | +81.8% |
| All | +1,223,580.5% | +1,583.6% | +1,221,996.9% | +538,176.4% |
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