+56.6%
MNST vs CL
+30.5%
+26.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -6.5% | -2.2% | -4.3% | -5.7% |
| 30D | -7.2% | -4.8% | -2.4% | -5.4% |
| 3M | -1.0% | +4.9% | -5.9% | -2.9% |
| 6M | +11.5% | -5.7% | +17.2% | +13.5% |
| YTD | +14.3% | +14.4% | -0.1% | +8.6% |
| 1Y | +38.1% | +8.7% | +29.4% | +33.3% |
| All | +56.6% | +30.5% | +26.2% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling