+548,301.9%
MNST vs CLX
+2,386.6%
+545,915.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -6.5% | -9.2% | +2.7% | -4.2% |
| 30D | -7.2% | -11.0% | +3.8% | -4.5% |
| 3M | -1.0% | +5.0% | -6.1% | -2.5% |
| 6M | +11.5% | -18.8% | +30.3% | +16.6% |
| YTD | +14.3% | -4.4% | +18.7% | +14.8% |
| 1Y | +38.1% | -21.9% | +60.0% | +45.5% |
| 3Y | +55.0% | -32.8% | +87.7% | +68.0% |
| 5Y | +79.6% | -34.6% | +114.2% | +93.3% |
| 10Y | +241.8% | -4.7% | +246.5% | +230.9% |
| All | +548,301.9% | +2,386.6% | +545,915.3% | +297,035.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling