+2,727.9%
MNST vs CHTR
+295.4%
+2,432.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.4% | +1.1% |
| 7D | +1.6% | +17.2% | -15.6% | -1.8% |
| 30D | +5.1% | +31.6% | -26.6% | -1.0% |
| 3M | -0.5% | -11.6% | +11.1% | +1.3% |
| 6M | +8.1% | -3.3% | +11.4% | +7.3% |
| YTD | +21.2% | -33.7% | +54.9% | +27.6% |
| 1Y | +30.7% | -32.4% | +63.2% | +36.8% |
| 3Y | +67.3% | -65.9% | +133.3% | +98.7% |
| 5Y | +101.9% | -79.9% | +181.8% | +172.0% |
| 10Y | +343.3% | -49.2% | +392.5% | +352.4% |
| All | +2,727.9% | +295.4% | +2,432.5% | +1,506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling