+84.2%
MNST vs CG
+10.1%
+74.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -6.5% | -4.3% | -2.2% | -5.8% |
| 30D | -7.2% | -5.1% | -2.1% | -6.5% |
| 3M | -1.0% | +8.7% | -9.7% | -2.7% |
| 6M | +11.5% | -9.2% | +20.7% | +12.8% |
| YTD | +14.3% | -18.9% | +33.2% | +17.4% |
| 1Y | +38.1% | -25.6% | +63.8% | +43.6% |
| 3Y | +55.0% | +57.3% | -2.3% | +30.5% |
| All | +84.2% | +10.1% | +74.0% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling