+303.0%
MNST vs CG
+290.3%
+12.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.3% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | +6.6% | +5.0% | +1.6% | +5.4% |
| 3M | -2.9% | -18.2% | +15.3% | +1.3% |
| 6M | +18.4% | -20.7% | +39.2% | +24.0% |
| YTD | +19.3% | -31.4% | +50.7% | +27.9% |
| 1Y | +37.9% | -22.3% | +60.1% | +43.3% |
| 3Y | +62.9% | +50.2% | +12.7% | +35.1% |
| 5Y | +99.6% | -22.1% | +121.6% | +92.9% |
| All | +303.0% | +290.3% | +12.7% | +190.0% |
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