+438,798.0%
MNST vs CHRW
+3,527.3%
+435,270.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.9% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | +6.6% | -7.3% | +13.9% | +8.2% |
| 3M | -2.9% | -14.2% | +11.3% | -0.1% |
| 6M | +18.4% | -25.1% | +43.5% | +24.6% |
| YTD | +19.3% | -21.2% | +40.4% | +22.7% |
| 1Y | +37.9% | -14.2% | +52.1% | +38.8% |
| 3Y | +62.9% | +63.5% | -0.6% | +35.2% |
| 5Y | +99.6% | +49.6% | +50.0% | +66.6% |
| 10Y | +305.7% | +129.4% | +176.3% | +196.6% |
| All | +438,798.0% | +3,527.3% | +435,270.7% | +171,927.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling