+101.3%
MNST vs CF
+120.6%
-19.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.4% |
| 7D | -3.4% | -3.2% | -0.3% | -3.4% |
| 30D | +6.6% | +4.3% | +2.3% | +6.7% |
| 3M | -2.9% | +2.8% | -5.7% | -2.9% |
| 6M | +18.4% | +0.6% | +17.8% | +18.5% |
| YTD | +19.3% | +56.6% | -37.4% | +17.5% |
| 1Y | +37.9% | +49.6% | -11.7% | +36.1% |
| 3Y | +62.9% | +61.5% | +1.4% | +59.4% |
| All | +101.3% | +120.6% | -19.2% | +80.7% |
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