+241.7%
MNST vs CF
+569.3%
-327.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -6.5% | +6.0% | -12.5% | -7.1% |
| 30D | -7.2% | +14.8% | -22.1% | -8.5% |
| 3M | -1.0% | +14.1% | -15.1% | -2.5% |
| 6M | +11.5% | +28.5% | -17.0% | +7.4% |
| YTD | +14.3% | +74.9% | -60.6% | +5.8% |
| 1Y | +38.1% | +61.7% | -23.6% | +28.9% |
| 3Y | +55.0% | +80.3% | -25.3% | +40.4% |
| 5Y | +79.6% | +226.0% | -146.3% | +41.2% |
| All | +241.7% | +569.3% | -327.6% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling