+30.7%
MNST vs CI
+12.2%
+18.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | +1.6% | +1.2% | +0.5% | +1.4% |
| 30D | +5.1% | +2.6% | +2.5% | +4.9% |
| 3M | -0.5% | +7.4% | -7.9% | -1.0% |
| 6M | +8.1% | -0.1% | +8.2% | +8.2% |
| YTD | +21.2% | +9.7% | +11.5% | +20.5% |
| 1Y | +30.7% | +12.1% | +18.6% | +30.3% |
| All | +30.7% | +12.2% | +18.5% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling