+526.0%
MNST vs CFG
+351.2%
+174.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.3% | -1.3% |
| 7D | +3.2% | -2.2% | +5.4% | +3.6% |
| 30D | +10.6% | +0.4% | +10.2% | +10.5% |
| 3M | +1.3% | -12.6% | +13.9% | +3.8% |
| 6M | +26.2% | +0.6% | +25.6% | +25.8% |
| YTD | +24.8% | +12.4% | +12.3% | +21.4% |
| 1Y | +40.9% | +27.7% | +13.3% | +33.7% |
| 3Y | +72.2% | +172.4% | -100.2% | +36.3% |
| 5Y | +108.8% | +64.0% | +44.8% | +81.0% |
| 10Y | +324.4% | +252.8% | +71.6% | +184.9% |
| All | +526.0% | +351.2% | +174.9% | +295.4% |
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