+97.2%
MNST vs CFG
+66.0%
+31.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -3.9% | +0.7% | -4.6% | -4.0% |
| 30D | +3.9% | +2.8% | +1.1% | +3.4% |
| 3M | -0.8% | -10.1% | +9.3% | +0.7% |
| 6M | +5.1% | +3.2% | +1.9% | +4.5% |
| YTD | +18.3% | +14.2% | +4.1% | +15.5% |
| 1Y | +29.5% | +27.4% | +2.1% | +24.3% |
| 3Y | +64.0% | +187.6% | -123.5% | +32.0% |
| 5Y | +97.2% | +65.7% | +31.5% | +83.9% |
| All | +97.2% | +66.0% | +31.2% | +83.9% |
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