+313.1%
MNST vs CFG
+248.3%
+64.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.7% |
| 7D | -5.0% | +0.3% | -5.2% | -5.0% |
| 30D | +4.6% | +3.2% | +1.4% | +3.9% |
| 3M | +1.0% | -9.7% | +10.7% | +2.9% |
| 6M | +5.8% | +3.6% | +2.2% | +4.9% |
| YTD | +19.1% | +14.7% | +4.4% | +15.5% |
| 1Y | +30.9% | +29.6% | +1.3% | +24.0% |
| 3Y | +65.7% | +190.6% | -124.8% | +29.9% |
| 5Y | +99.0% | +67.1% | +31.9% | +72.5% |
| 10Y | +313.1% | +237.0% | +76.1% | +285.2% |
| All | +313.1% | +248.3% | +64.8% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling