+56.6%
MNST vs CME
+57.6%
-1.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -6.5% | -1.6% | -4.9% | -6.4% |
| 30D | -7.2% | +6.2% | -13.5% | -7.6% |
| 3M | -1.0% | +10.4% | -11.4% | -1.7% |
| 6M | +11.5% | -9.5% | +21.0% | +12.5% |
| YTD | +14.3% | +6.0% | +8.3% | +12.8% |
| 1Y | +38.1% | +9.3% | +28.8% | +35.5% |
| All | +56.6% | +57.6% | -1.0% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling