+50.9%
MNST vs CMI
+149.3%
-98.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -3.6% | +0.7% | -4.3% | -3.6% |
| 30D | -6.3% | -12.3% | +6.0% | -5.3% |
| 3M | -5.0% | -16.8% | +11.8% | -3.7% |
| 6M | +13.1% | +1.5% | +11.6% | +11.5% |
| YTD | +11.8% | +9.8% | +2.0% | +8.8% |
| 1Y | +35.2% | +42.6% | -7.3% | +26.9% |
| All | +50.9% | +149.3% | -98.4% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling