+598,486.6%
MNST vs CLF
+633.9%
+597,852.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.2% | +10.3% | -0.6% |
| 7D | +3.2% | -21.0% | +24.2% | +5.6% |
| 30D | +10.6% | -8.0% | +18.6% | +11.1% |
| 3M | +1.3% | -10.9% | +12.2% | +1.8% |
| 6M | +26.2% | +5.8% | +20.4% | +23.7% |
| YTD | +24.8% | -15.1% | +39.9% | +24.2% |
| 1Y | +40.9% | +7.2% | +33.7% | +36.5% |
| 3Y | +72.2% | -34.2% | +106.3% | +68.4% |
| 5Y | +108.8% | -49.6% | +158.4% | +104.5% |
| 10Y | +324.4% | +109.9% | +214.5% | +214.3% |
| All | +598,486.6% | +633.9% | +597,852.7% | +403,579.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling