+241.7%
MNST vs CLF
+128.0%
+113.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | -6.5% | +7.6% | -14.1% | -7.1% |
| 30D | -7.2% | -1.2% | -6.0% | -7.2% |
| 3M | -1.0% | -13.4% | +12.4% | -0.3% |
| 6M | +11.5% | +15.4% | -3.9% | +9.3% |
| YTD | +14.3% | -5.9% | +20.2% | +13.5% |
| 1Y | +38.1% | +18.8% | +19.3% | +33.3% |
| 3Y | +55.0% | -19.4% | +74.4% | +50.5% |
| 5Y | +79.6% | -47.7% | +127.3% | +77.1% |
| All | +241.7% | +128.0% | +113.8% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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