+108.8%
MNST vs CF
+125.5%
-16.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -1.8% |
| 7D | +3.2% | +0.4% | +2.8% | +3.2% |
| 30D | +10.6% | +2.2% | +8.4% | +10.6% |
| 3M | +1.3% | +2.1% | -0.8% | +1.3% |
| 6M | +26.2% | -6.5% | +32.7% | +26.2% |
| YTD | +24.8% | +55.6% | -30.8% | +23.0% |
| 1Y | +40.9% | +42.3% | -1.4% | +39.4% |
| 3Y | +72.2% | +55.7% | +16.4% | +68.9% |
| 5Y | +108.8% | +122.4% | -13.6% | +86.6% |
| All | +108.8% | +125.5% | -16.7% | +86.6% |
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