+245.6%
MNST vs CHRW
+163.9%
+81.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -6.5% | -1.4% | -5.1% | -6.2% |
| 30D | -7.2% | -3.5% | -3.8% | -6.7% |
| 3M | -1.0% | -19.4% | +18.4% | +2.5% |
| 6M | +11.5% | -21.4% | +32.9% | +15.6% |
| YTD | +14.3% | -7.1% | +21.4% | +13.5% |
| 1Y | +38.1% | +17.8% | +20.3% | +29.2% |
| 3Y | +55.0% | +78.8% | -23.8% | +26.8% |
| 5Y | +79.6% | +83.5% | -3.9% | +41.8% |
| All | +245.6% | +163.9% | +81.7% | +141.3% |
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