+598,486.6%
MNST vs CI
+8,153.0%
+590,333.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +3.2% | +1.0% | +2.2% | +3.0% |
| 30D | +10.6% | +9.9% | +0.7% | +8.4% |
| 3M | +1.3% | +12.1% | -10.8% | -1.2% |
| 6M | +26.2% | +10.6% | +15.6% | +23.1% |
| YTD | +24.8% | +11.4% | +13.4% | +21.2% |
| 1Y | +40.9% | +18.8% | +22.2% | +35.1% |
| 3Y | +72.2% | +2.9% | +69.3% | +66.9% |
| 5Y | +108.8% | +54.5% | +54.3% | +84.3% |
| 10Y | +324.4% | +175.7% | +148.7% | +223.3% |
| All | +598,486.6% | +8,153.0% | +590,333.6% | +177,697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling