+98.0%
MNST vs CME
+75.0%
+23.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.7% | +2.7% | -7.4% | -5.3% |
| 30D | +5.2% | +13.5% | -8.3% | +2.5% |
| 3M | -0.9% | +20.9% | -21.8% | -4.7% |
| 6M | +6.1% | +11.5% | -5.4% | +3.6% |
| YTD | +18.9% | +19.5% | -0.6% | +13.5% |
| 1Y | +29.3% | +17.2% | +12.1% | +24.0% |
| 3Y | +64.9% | +65.1% | -0.3% | +44.0% |
| 5Y | +98.0% | +73.1% | +24.9% | +68.5% |
| All | +98.0% | +75.0% | +23.0% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling