+241.7%
MNST vs CL
+50.5%
+191.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.2% |
| 7D | -6.5% | -2.2% | -4.3% | -5.3% |
| 30D | -7.2% | -4.8% | -2.4% | -4.6% |
| 3M | -1.0% | +4.9% | -5.9% | -3.9% |
| 6M | +11.5% | -5.7% | +17.2% | +14.6% |
| YTD | +14.3% | +14.4% | -0.1% | +5.2% |
| 1Y | +38.1% | +8.7% | +29.4% | +30.5% |
| 3Y | +55.0% | +30.0% | +25.0% | +28.1% |
| 5Y | +79.6% | +28.4% | +51.3% | +48.0% |
| All | +241.7% | +50.5% | +191.3% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling