+245.6%
MNST vs CG
+362.4%
-116.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -6.5% | -4.3% | -2.2% | -5.6% |
| 30D | -7.2% | -5.1% | -2.1% | -6.2% |
| 3M | -1.0% | +8.7% | -9.7% | -3.2% |
| 6M | +11.5% | -9.2% | +20.7% | +13.2% |
| YTD | +14.3% | -18.9% | +33.2% | +18.3% |
| 1Y | +38.1% | -25.6% | +63.8% | +45.1% |
| 3Y | +55.0% | +57.3% | -2.3% | +28.3% |
| 5Y | +79.6% | +10.2% | +69.5% | +58.9% |
| All | +245.6% | +362.4% | -116.9% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling