+241.7%
MNST vs CI
+145.0%
+96.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -6.5% | +1.3% | -7.8% | -6.8% |
| 30D | -7.2% | +4.4% | -11.7% | -8.3% |
| 3M | -1.0% | +0.7% | -1.7% | -1.5% |
| 6M | +11.5% | +0.3% | +11.1% | +10.7% |
| YTD | +14.3% | +3.8% | +10.5% | +12.3% |
| 1Y | +38.1% | -5.5% | +43.6% | +38.0% |
| 3Y | +55.0% | +8.1% | +46.9% | +45.8% |
| 5Y | +79.6% | +42.8% | +36.8% | +53.3% |
| All | +241.7% | +145.0% | +96.7% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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