+354.7%
MNST vs CF
+479.1%
-124.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | +4.8% | -3.2% | +1.2% |
| 30D | +5.1% | +4.7% | +0.4% | +4.5% |
| 3M | -0.5% | +7.4% | -7.9% | -1.4% |
| 6M | +8.1% | +0.6% | +7.5% | +7.7% |
| YTD | +21.2% | +64.1% | -42.9% | +12.6% |
| 1Y | +30.7% | +51.4% | -20.7% | +22.6% |
| 3Y | +67.3% | +67.8% | -0.5% | +52.4% |
| 5Y | +101.9% | +114.1% | -12.3% | +69.7% |
| All | +354.7% | +479.1% | -124.3% | +225.3% |
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