+354.7%
MNST vs CHTR
-49.2%
+403.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.4% | +1.2% |
| 7D | +1.6% | +17.2% | -15.6% | -1.5% |
| 30D | +5.1% | +31.6% | -26.6% | -0.4% |
| 3M | -0.5% | -11.6% | +11.1% | +1.2% |
| 6M | +8.1% | -3.3% | +11.4% | +7.4% |
| YTD | +21.2% | -33.7% | +54.9% | +27.0% |
| 1Y | +30.7% | -32.4% | +63.2% | +36.2% |
| 3Y | +67.3% | -65.9% | +133.3% | +97.4% |
| 5Y | +101.9% | -79.9% | +181.8% | +177.1% |
| All | +354.7% | -49.2% | +403.9% | +367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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