+328.4%
MNST vs CL
+78.1%
+250.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.9% | +2.6% | -6.5% | -5.2% |
| 30D | +3.9% | +11.8% | -7.9% | -2.3% |
| 3M | -0.8% | +5.9% | -6.7% | -4.0% |
| 6M | +5.1% | +13.3% | -8.2% | -2.4% |
| YTD | +18.3% | +27.1% | -8.8% | +2.7% |
| 1Y | +29.5% | +28.0% | +1.5% | +11.8% |
| 3Y | +64.0% | +39.4% | +24.6% | +31.1% |
| 5Y | +97.2% | +40.8% | +56.4% | +54.9% |
| 10Y | +328.4% | +84.9% | +243.6% | +185.4% |
| All | +328.4% | +78.1% | +250.4% | +185.4% |
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