+498.4%
MNST vs CFG
+347.0%
+151.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | +6.6% | +1.1% | +5.6% | +6.4% |
| 3M | -2.9% | -12.0% | +9.1% | -0.5% |
| 6M | +18.4% | -2.2% | +20.7% | +18.7% |
| YTD | +19.3% | +11.4% | +7.9% | +16.3% |
| 1Y | +37.9% | +27.8% | +10.1% | +30.8% |
| 3Y | +62.9% | +173.3% | -110.4% | +28.9% |
| 5Y | +99.6% | +62.4% | +37.1% | +73.3% |
| 10Y | +305.7% | +249.6% | +56.1% | +172.9% |
| All | +498.4% | +347.0% | +151.4% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling