+303.0%
MNST vs CLF
+104.8%
+198.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.5% |
| 7D | -3.4% | -19.6% | +16.2% | -1.9% |
| 30D | +6.6% | -5.0% | +11.6% | +6.7% |
| 3M | -2.9% | -6.3% | +3.4% | -2.9% |
| 6M | +18.4% | +2.8% | +15.7% | +16.9% |
| YTD | +19.3% | -13.7% | +33.0% | +18.7% |
| 1Y | +37.9% | +13.6% | +24.3% | +34.1% |
| 3Y | +62.9% | -34.0% | +96.9% | +60.6% |
| 5Y | +99.6% | -48.7% | +148.3% | +96.6% |
| All | +303.0% | +104.8% | +198.2% | +227.1% |
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