+313.1%
MNST vs CG
+320.1%
-7.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.7% | -1.6% |
| 7D | -5.0% | +3.0% | -8.0% | -5.7% |
| 30D | +4.6% | +10.1% | -5.5% | +2.2% |
| 3M | +1.0% | -10.8% | +11.9% | +3.3% |
| 6M | +5.8% | -15.2% | +21.0% | +8.9% |
| YTD | +19.1% | -26.9% | +46.0% | +25.8% |
| 1Y | +30.9% | -17.0% | +47.9% | +34.1% |
| 3Y | +65.7% | +54.6% | +11.1% | +36.9% |
| 5Y | +99.0% | -16.7% | +115.7% | +89.4% |
| 10Y | +313.1% | +320.1% | -7.1% | +201.0% |
| All | +313.1% | +320.1% | -7.1% | +201.0% |
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