+548,301.9%
MNST vs CI
+7,591.2%
+540,710.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -1.0% | +0.7% | -1.7% | -1.4% |
| 6M | +11.5% | +0.3% | +11.1% | +10.9% |
| YTD | +14.3% | +3.8% | +10.5% | +12.8% |
| 1Y | +38.1% | -5.5% | +43.6% | +38.1% |
| 3Y | +55.0% | +8.1% | +46.9% | +48.5% |
| 5Y | +79.6% | +42.8% | +36.8% | +61.1% |
| 10Y | +241.8% | +143.9% | +97.9% | +166.8% |
| All | +548,301.9% | +7,591.2% | +540,710.7% | +165,253.2% |
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 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