+333.2%
MNST vs CHRW
+131.8%
+201.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.6% |
| 7D | -6.9% | -0.1% | -6.8% | -6.9% |
| 30D | +3.7% | -4.3% | +8.0% | +4.3% |
| 3M | -0.3% | -7.4% | +7.1% | +0.6% |
| 6M | +5.1% | -20.7% | +25.8% | +8.3% |
| YTD | +18.4% | -15.9% | +34.3% | +19.3% |
| 1Y | +26.3% | -9.9% | +36.2% | +25.1% |
| 3Y | +64.3% | +79.0% | -14.7% | +32.3% |
| 5Y | +96.8% | +61.3% | +35.5% | +59.5% |
| 10Y | +333.2% | +128.5% | +204.7% | +225.3% |
| All | +333.2% | +131.8% | +201.4% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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