+70.4%
MNST vs CFG
+171.1%
-100.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.3% | -1.6% |
| 7D | +3.2% | -2.2% | +5.4% | +3.4% |
| 30D | +10.6% | +0.4% | +10.2% | +10.6% |
| 3M | +1.3% | -12.6% | +13.9% | +2.3% |
| 6M | +26.2% | +0.6% | +25.6% | +26.3% |
| YTD | +24.8% | +12.4% | +12.3% | +23.8% |
| 1Y | +40.9% | +27.7% | +13.3% | +38.6% |
| All | +70.4% | +171.1% | -100.7% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling