+29.5%
MNST vs CI
+18.7%
+10.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | -3.9% | +2.6% | -6.5% | -4.2% |
| 30D | +3.9% | +7.3% | -3.4% | +3.1% |
| 3M | -0.8% | +9.5% | -10.3% | -1.8% |
| 6M | +5.1% | +6.4% | -1.3% | +4.2% |
| YTD | +18.3% | +12.0% | +6.3% | +16.9% |
| 1Y | +29.5% | +20.1% | +9.4% | +27.2% |
| All | +29.5% | +18.7% | +10.8% | +27.2% |
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