+313.1%
MNST vs CF
+546.3%
-233.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -5.0% | -0.9% | -4.1% | -4.9% |
| 30D | +4.6% | +6.9% | -2.4% | +3.8% |
| 3M | +1.0% | +4.8% | -3.8% | +0.3% |
| 6M | +5.8% | +4.7% | +1.1% | +4.8% |
| YTD | +19.1% | +56.5% | -37.4% | +11.2% |
| 1Y | +30.9% | +48.4% | -17.5% | +23.0% |
| 3Y | +65.7% | +59.1% | +6.6% | +52.0% |
| 5Y | +99.0% | +109.5% | -10.6% | +67.7% |
| 10Y | +313.1% | +487.0% | -173.9% | +211.3% |
| All | +313.1% | +546.3% | -233.2% | +211.3% |
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