+84.2%
MNST vs CF
+227.0%
-142.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | -6.5% | +6.0% | -12.5% | -6.5% |
| 30D | -7.2% | +14.8% | -22.1% | -7.2% |
| 3M | -1.0% | +14.1% | -15.1% | -1.0% |
| 6M | +11.5% | +28.5% | -17.0% | +11.0% |
| YTD | +14.3% | +74.9% | -60.6% | +12.6% |
| 1Y | +38.1% | +61.7% | -23.6% | +36.4% |
| 3Y | +55.0% | +80.3% | -25.3% | +51.6% |
| All | +84.2% | +227.0% | -142.8% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling