+245.6%
MNST vs CME
+284.8%
-39.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -6.5% | -1.6% | -4.9% | -6.1% |
| 30D | -7.2% | +6.2% | -13.5% | -8.9% |
| 3M | -1.0% | +10.4% | -11.4% | -4.1% |
| 6M | +11.5% | -9.5% | +21.0% | +14.3% |
| YTD | +14.3% | +6.0% | +8.3% | +11.2% |
| 1Y | +38.1% | +9.3% | +28.8% | +32.9% |
| 3Y | +55.0% | +57.7% | -2.7% | +30.8% |
| 5Y | +79.6% | +77.7% | +1.9% | +44.0% |
| All | +245.6% | +284.8% | -39.3% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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