+45.8%
MNST vs CMI
+10.9%
+34.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.8% | +9.1% | +3.3% |
| 7D | +6.8% | -11.2% | +18.0% | +6.8% |
| 30D | +12.0% | -9.8% | +21.9% | +12.0% |
| 3M | +3.5% | -25.5% | +29.1% | +3.9% |
| 6M | +29.7% | -27.7% | +57.3% | +29.6% |
| YTD | +27.2% | -6.6% | +33.8% | +24.6% |
| 1Y | +45.8% | +11.7% | +34.1% | +45.9% |
| All | +45.8% | +10.9% | +34.9% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling