+65.7%
MNST vs CLBK
+51.8%
+13.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.4% |
| 7D | -5.0% | +1.8% | -6.7% | -5.1% |
| 30D | +4.6% | +5.1% | -0.5% | +4.1% |
| 3M | +1.0% | +5.2% | -4.2% | +0.6% |
| 6M | +5.8% | +28.6% | -22.8% | +3.6% |
| YTD | +19.1% | +61.4% | -42.4% | +14.7% |
| 1Y | +30.9% | +64.7% | -33.8% | +25.9% |
| 3Y | +65.7% | +55.1% | +10.6% | +60.9% |
| All | +65.7% | +51.8% | +13.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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