+536,037.3%
MNST vs CGNX
+12,397.0%
+523,640.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -3.6% | +3.2% | -6.8% | -4.0% |
| 30D | -6.3% | -3.7% | -2.6% | -6.0% |
| 3M | -5.0% | +1.0% | -6.0% | -5.6% |
| 6M | +13.1% | +22.1% | -8.9% | +9.3% |
| YTD | +11.8% | +72.7% | -60.9% | +2.2% |
| 1Y | +35.2% | +40.4% | -5.1% | +26.3% |
| 3Y | +52.0% | +45.2% | +6.7% | +37.9% |
| 5Y | +77.9% | -26.7% | +104.5% | +74.3% |
| 10Y | +248.4% | +178.5% | +69.9% | +181.7% |
| All | +536,037.3% | +12,397.0% | +523,640.4% | +218,235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling