+96.8%
MNST vs CI
+52.1%
+44.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -6.9% | -1.3% | -5.6% | -6.6% |
| 30D | +3.7% | +6.4% | -2.6% | +2.4% |
| 3M | -0.3% | +10.7% | -11.0% | -2.5% |
| 6M | +5.1% | +5.5% | -0.4% | +3.5% |
| YTD | +18.4% | +11.4% | +7.0% | +14.9% |
| 1Y | +26.3% | +15.0% | +11.2% | +21.4% |
| 3Y | +64.3% | +9.0% | +55.3% | +56.1% |
| 5Y | +96.8% | +52.0% | +44.9% | +55.8% |
| All | +96.8% | +52.1% | +44.7% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling