+9,770.3%
MNST vs CF
+5,948.3%
+3,822.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -6.5% | +6.0% | -12.5% | -7.6% |
| 30D | -7.2% | +14.8% | -22.1% | -9.8% |
| 3M | -1.0% | +14.1% | -15.1% | -3.8% |
| 6M | +11.5% | +28.5% | -17.0% | +4.2% |
| YTD | +14.3% | +74.9% | -60.6% | +0.1% |
| 1Y | +38.1% | +61.7% | -23.6% | +22.5% |
| 3Y | +55.0% | +80.3% | -25.3% | +31.3% |
| 5Y | +79.6% | +226.0% | -146.3% | +26.9% |
| 10Y | +241.8% | +569.9% | -328.1% | +86.8% |
| All | +9,770.3% | +5,948.3% | +3,822.0% | +1,736.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling