+354.7%
MNST vs CL
+88.0%
+266.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.1% | +1.0% |
| 7D | +1.6% | +3.2% | -1.6% | -0.1% |
| 30D | +5.1% | +8.0% | -3.0% | +0.7% |
| 3M | -0.5% | +7.9% | -8.3% | -4.6% |
| 6M | +8.1% | +14.7% | -6.6% | -0.2% |
| YTD | +21.2% | +29.2% | -8.0% | +4.3% |
| 1Y | +30.7% | +29.5% | +1.2% | +12.2% |
| 3Y | +67.3% | +40.7% | +26.6% | +33.2% |
| 5Y | +101.9% | +43.9% | +58.0% | +56.7% |
| All | +354.7% | +88.0% | +266.7% | +199.2% |
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