+346.0%
MNST vs CF
+478.3%
-132.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -4.7% | +5.4% | -10.1% | -5.2% |
| 30D | +5.2% | +6.5% | -1.3% | +4.5% |
| 3M | -0.9% | +4.6% | -5.5% | -1.5% |
| 6M | +6.1% | -3.3% | +9.4% | +6.1% |
| YTD | +18.9% | +63.9% | -45.0% | +10.4% |
| 1Y | +29.3% | +50.4% | -21.1% | +21.4% |
| 3Y | +64.9% | +68.2% | -3.4% | +50.1% |
| 5Y | +98.0% | +113.8% | -15.8% | +66.5% |
| All | +346.0% | +478.3% | -132.3% | +219.1% |
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 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