+571,079.0%
MNST vs CHD
+11,557.1%
+559,521.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | -5.0% | +0.8% | -5.7% | -5.1% |
| 30D | +4.6% | +13.5% | -8.9% | +1.5% |
| 3M | +1.0% | +8.1% | -7.1% | -0.9% |
| 6M | +5.8% | +19.9% | -14.1% | +1.1% |
| YTD | +19.1% | +34.0% | -14.9% | +10.7% |
| 1Y | +30.9% | +29.8% | +1.1% | +22.6% |
| 3Y | +65.7% | +28.7% | +37.0% | +54.5% |
| 5Y | +99.0% | +31.8% | +67.2% | +83.4% |
| 10Y | +313.1% | +178.2% | +134.9% | +221.4% |
| All | +571,079.0% | +11,557.1% | +559,521.8% | +253,772.4% |
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