+45.8%
MNST vs CF
+35.9%
+9.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.7% | +2.8% |
| 7D | +6.8% | -6.9% | +13.6% | +5.9% |
| 30D | +12.0% | -3.7% | +15.8% | +11.6% |
| 3M | +3.5% | -5.0% | +8.5% | +3.1% |
| 6M | +29.7% | -10.5% | +40.1% | +28.5% |
| YTD | +27.2% | +46.5% | -19.3% | +29.8% |
| 1Y | +45.8% | +34.8% | +11.0% | +52.1% |
| All | +45.8% | +35.9% | +9.9% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling