+78.2%
MNST vs CHD
+21.8%
+56.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -4.1% | -2.9% | -1.2% | -3.2% |
| 30D | -4.5% | -6.2% | +1.7% | -2.6% |
| 3M | -2.5% | +1.6% | -4.0% | -3.0% |
| 6M | +14.1% | -3.5% | +17.7% | +15.2% |
| YTD | +12.6% | +16.2% | -3.7% | +7.2% |
| 1Y | +36.9% | +3.4% | +33.5% | +35.1% |
| 3Y | +53.1% | +4.6% | +48.5% | +48.7% |
| 5Y | +78.2% | +21.1% | +57.1% | +66.6% |
| All | +78.2% | +21.8% | +56.4% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling