+684.0%
MNST vs CG
+351.2%
+332.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -6.5% | -4.3% | -2.2% | -5.7% |
| 30D | -7.2% | -5.1% | -2.1% | -6.3% |
| 3M | -1.0% | +8.7% | -9.7% | -3.0% |
| 6M | +11.5% | -9.2% | +20.7% | +13.0% |
| YTD | +14.3% | -18.9% | +33.2% | +17.9% |
| 1Y | +38.1% | -25.6% | +63.8% | +44.4% |
| 3Y | +55.0% | +57.3% | -2.3% | +32.0% |
| 5Y | +79.6% | +10.2% | +69.5% | +61.5% |
| 10Y | +241.8% | +364.2% | -122.4% | +128.7% |
| All | +684.0% | +351.2% | +332.8% | +442.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling