+38.1%
MNST vs CMI
+45.0%
-6.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.6% |
| 7D | -6.5% | -0.7% | -5.8% | -6.5% |
| 30D | -7.2% | -13.4% | +6.2% | -7.3% |
| 3M | -1.0% | -17.0% | +16.0% | -1.1% |
| 6M | +11.5% | -1.6% | +13.1% | +10.0% |
| YTD | +14.3% | +11.0% | +3.3% | +14.8% |
| 1Y | +38.1% | +41.9% | -3.8% | +48.7% |
| All | +38.1% | +45.0% | -6.9% | +48.7% |
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