+84.2%
MNST vs CL
+28.4%
+55.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -6.5% | -2.2% | -4.3% | -5.6% |
| 30D | -7.2% | -4.8% | -2.4% | -5.1% |
| 3M | -1.0% | +4.9% | -5.9% | -3.2% |
| 6M | +11.5% | -5.7% | +17.2% | +14.0% |
| YTD | +14.3% | +14.4% | -0.1% | +7.2% |
| 1Y | +38.1% | +8.7% | +29.4% | +32.2% |
| 3Y | +55.0% | +30.0% | +25.0% | +31.4% |
| All | +84.2% | +28.4% | +55.8% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling