+354.7%
MNST vs CFG
+216.2%
+138.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.8% |
| 7D | +1.6% | +3.2% | -1.6% | +1.0% |
| 30D | +5.1% | +5.1% | -0.1% | +4.0% |
| 3M | -0.5% | -11.2% | +10.8% | +1.7% |
| 6M | +8.1% | +9.6% | -1.4% | +6.1% |
| YTD | +21.2% | +15.0% | +6.2% | +17.5% |
| 1Y | +30.7% | +29.9% | +0.9% | +23.6% |
| 3Y | +67.3% | +192.1% | -124.8% | +30.6% |
| 5Y | +101.9% | +62.3% | +39.6% | +75.7% |
| All | +354.7% | +216.2% | +138.5% | +276.1% |
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