+303.0%
MNST vs CLX
+19.4%
+283.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -3.4% | +13.6% | -17.0% | -7.1% |
| 30D | +6.6% | +23.4% | -16.7% | +0.1% |
| 3M | -2.9% | -2.8% | 0.0% | -2.3% |
| 6M | +18.4% | +14.0% | +4.5% | +13.0% |
| YTD | +19.3% | +4.2% | +15.1% | +16.5% |
| 1Y | +37.9% | -1.2% | +39.1% | +36.7% |
| 3Y | +62.9% | -12.7% | +75.6% | +65.8% |
| 5Y | +99.6% | -26.5% | +126.1% | +110.1% |
| All | +303.0% | +19.4% | +283.6% | +207.7% |
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