+78.2%
MNST vs CLBK
+43.5%
+34.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -4.1% | +1.1% | -5.2% | -4.2% |
| 30D | -4.5% | +7.8% | -12.3% | -5.2% |
| 3M | -2.5% | +23.9% | -26.3% | -4.6% |
| 6M | +14.1% | +42.3% | -28.2% | +10.1% |
| YTD | +12.6% | +65.4% | -52.8% | +6.9% |
| 1Y | +36.9% | +70.3% | -33.4% | +29.5% |
| 3Y | +53.1% | +54.5% | -1.4% | +44.9% |
| 5Y | +78.2% | +43.1% | +35.1% | +62.6% |
| All | +78.2% | +43.5% | +34.7% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling