+346.0%
MNST vs CMI
+323.3%
+22.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -4.7% | +1.5% | -6.2% | -5.2% |
| 30D | +5.2% | -14.0% | +19.2% | +9.2% |
| 3M | -0.9% | -28.3% | +27.4% | +8.0% |
| 6M | +6.1% | -34.9% | +41.1% | +17.8% |
| YTD | +18.9% | -9.9% | +28.7% | +18.2% |
| 1Y | +29.3% | -3.6% | +32.9% | +25.7% |
| 3Y | +64.9% | +120.9% | -56.1% | +15.8% |
| 5Y | +98.0% | +116.1% | -18.1% | +37.5% |
| All | +346.0% | +323.3% | +22.7% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling