+98.0%
MNST vs CG
-21.9%
+119.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.1% |
| 7D | -4.7% | -1.5% | -3.2% | -4.5% |
| 30D | +5.2% | +5.7% | -0.5% | +4.1% |
| 3M | -0.9% | -17.9% | +17.0% | +2.2% |
| 6M | +6.1% | -20.2% | +26.3% | +9.7% |
| YTD | +18.9% | -32.0% | +50.9% | +25.5% |
| 1Y | +29.3% | -27.0% | +56.3% | +34.6% |
| 3Y | +64.9% | +42.8% | +22.1% | +39.9% |
| 5Y | +98.0% | -23.4% | +121.4% | +100.1% |
| All | +98.0% | -21.9% | +119.9% | +100.1% |
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