+548,301.9%
MNST vs CHD
+10,220.8%
+538,081.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -6.5% | -2.7% | -3.8% | -5.9% |
| 30D | -7.2% | -4.6% | -2.6% | -6.1% |
| 3M | -1.0% | +5.0% | -6.0% | -2.2% |
| 6M | +11.5% | -3.2% | +14.7% | +12.2% |
| YTD | +14.3% | +18.6% | -4.3% | +9.5% |
| 1Y | +38.1% | +4.8% | +33.3% | +36.0% |
| 3Y | +55.0% | +6.1% | +48.8% | +51.2% |
| 5Y | +79.6% | +24.0% | +55.7% | +68.0% |
| 10Y | +241.8% | +124.5% | +117.3% | +178.9% |
| All | +548,301.9% | +10,220.8% | +538,081.1% | +250,883.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling