+248.7%
MNST vs CHTR
-46.7%
+295.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.4% |
| 7D | -2.2% | -7.1% | +4.9% | -0.9% |
| 30D | -5.4% | -10.9% | +5.5% | -3.6% |
| 3M | -5.5% | +2.0% | -7.5% | -6.5% |
| 6M | +12.4% | -35.9% | +48.3% | +19.8% |
| YTD | +12.4% | -32.7% | +45.1% | +18.0% |
| 1Y | +37.2% | -46.6% | +83.7% | +51.3% |
| 3Y | +52.9% | -66.7% | +119.6% | +82.3% |
| 5Y | +79.7% | -82.1% | +161.8% | +158.9% |
| All | +248.7% | -46.7% | +295.4% | +252.7% |
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