+208,410.1%
MNST vs CME
+8,169.9%
+200,240.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | +6.6% | +13.2% | -6.6% | +2.6% |
| 3M | -2.9% | +16.3% | -19.2% | -7.4% |
| 6M | +18.4% | +7.1% | +11.3% | +15.2% |
| YTD | +19.3% | +15.8% | +3.4% | +12.7% |
| 1Y | +37.9% | +17.1% | +20.8% | +29.8% |
| 3Y | +62.9% | +63.2% | -0.3% | +36.7% |
| 5Y | +99.6% | +70.2% | +29.4% | +63.6% |
| 10Y | +305.7% | +337.0% | -31.3% | +138.6% |
| All | +208,410.1% | +8,169.9% | +200,240.1% | +86,637.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling