+248.4%
MNST vs CHD
+123.8%
+124.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -3.6% | -4.2% | +0.6% | -1.9% |
| 30D | -6.3% | -7.6% | +1.3% | -3.3% |
| 3M | -5.0% | -1.6% | -3.4% | -4.5% |
| 6M | +13.1% | -6.3% | +19.5% | +15.8% |
| YTD | +11.8% | +14.6% | -2.8% | +5.4% |
| 1Y | +35.2% | +1.6% | +33.7% | +33.5% |
| 3Y | +52.0% | +3.1% | +48.8% | +46.7% |
| 5Y | +77.9% | +21.1% | +56.8% | +57.2% |
| 10Y | +248.4% | +128.6% | +119.8% | +126.8% |
| All | +248.4% | +123.8% | +124.6% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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