+99.8%
MNST vs CFG
+61.7%
+38.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.9% |
| 7D | +1.6% | +3.2% | -1.6% | +1.1% |
| 30D | +5.1% | +5.1% | -0.1% | +4.2% |
| 3M | -0.5% | -11.2% | +10.8% | +1.3% |
| 6M | +8.1% | +9.6% | -1.4% | +6.5% |
| YTD | +21.2% | +15.0% | +6.2% | +18.3% |
| 1Y | +30.7% | +29.9% | +0.9% | +25.1% |
| 3Y | +67.3% | +192.1% | -124.8% | +34.2% |
| All | +99.8% | +61.7% | +38.1% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling