+36.9%
MNST vs CHRW
+20.6%
+16.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -4.1% | +1.9% | -6.0% | -4.1% |
| 30D | -4.5% | +0.9% | -5.4% | -4.5% |
| 3M | -2.5% | -19.9% | +17.4% | -1.7% |
| 6M | +14.1% | -15.8% | +29.9% | +14.3% |
| YTD | +12.6% | -5.6% | +18.1% | +12.7% |
| 1Y | +36.9% | +21.0% | +15.9% | +37.2% |
| All | +36.9% | +20.6% | +16.4% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling