+572,080.2%
MNST vs CLX
+2,609.7%
+569,470.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -3.4% | +13.6% | -17.0% | -6.5% |
| 30D | +6.6% | +23.4% | -16.7% | +1.2% |
| 3M | -2.9% | -2.8% | 0.0% | -2.4% |
| 6M | +18.4% | +14.0% | +4.5% | +14.0% |
| YTD | +19.3% | +4.2% | +15.1% | +17.0% |
| 1Y | +37.9% | -1.2% | +39.1% | +36.9% |
| 3Y | +62.9% | -12.7% | +75.6% | +65.5% |
| 5Y | +99.6% | -26.5% | +126.1% | +108.5% |
| 10Y | +305.7% | +20.2% | +285.5% | +271.6% |
| All | +572,080.2% | +2,609.7% | +569,470.5% | +302,926.4% |
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