+45.8%
MNST vs CL
+33.4%
+12.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +1.9% |
| 7D | +6.8% | +7.7% | -0.9% | +3.4% |
| 30D | +12.0% | +15.2% | -3.2% | +5.4% |
| 3M | +3.5% | +7.3% | -3.8% | +0.3% |
| 6M | +29.7% | +17.0% | +12.6% | +20.9% |
| YTD | +27.2% | +28.0% | -0.8% | +17.1% |
| 1Y | +45.8% | +32.1% | +13.7% | +31.6% |
| All | +45.8% | +33.4% | +12.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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