+346.0%
MNST vs CLX
+30.5%
+315.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -4.7% | +8.5% | -13.3% | -7.1% |
| 30D | +5.2% | +30.0% | -24.8% | -2.8% |
| 3M | -0.9% | +3.8% | -4.7% | -2.3% |
| 6M | +6.1% | +24.6% | -18.5% | -1.3% |
| YTD | +18.9% | +12.8% | +6.1% | +13.4% |
| 1Y | +29.3% | +8.6% | +20.7% | +24.6% |
| 3Y | +64.9% | -8.6% | +73.5% | +65.7% |
| 5Y | +98.0% | -21.8% | +119.8% | +104.6% |
| All | +346.0% | +30.5% | +315.5% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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