+10,673.5%
MNST vs CF
+5,277.9%
+5,395.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -3.0% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +10.6% | +2.2% | +8.4% | +9.9% |
| 3M | +1.3% | +2.1% | -0.8% | +0.4% |
| 6M | +26.2% | -6.5% | +32.7% | +26.5% |
| YTD | +24.8% | +55.6% | -30.8% | +11.4% |
| 1Y | +40.9% | +42.3% | -1.4% | +27.9% |
| 3Y | +72.2% | +55.7% | +16.4% | +49.9% |
| 5Y | +108.8% | +122.4% | -13.6% | +60.3% |
| 10Y | +324.4% | +568.5% | -244.1% | +130.6% |
| All | +10,673.5% | +5,277.9% | +5,395.6% | +1,943.5% |
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