+251.2%
MNST vs CGNX
+193.6%
+57.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | 0.0% |
| 7D | -1.0% | +3.2% | -4.1% | -1.5% |
| 30D | -5.6% | +6.0% | -11.6% | -6.8% |
| 3M | -5.7% | +3.5% | -9.2% | -7.0% |
| 6M | +12.0% | +26.3% | -14.3% | +5.9% |
| YTD | +13.2% | +79.2% | -66.0% | -1.5% |
| 1Y | +36.1% | +43.8% | -7.7% | +22.7% |
| 3Y | +52.9% | +52.0% | +0.9% | +30.3% |
| 5Y | +81.0% | -24.0% | +105.0% | +79.5% |
| All | +251.2% | +193.6% | +57.6% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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