+99.8%
MNST vs CMI
+114.0%
-14.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +5.1% | -14.0% | +19.1% | +7.4% |
| 3M | -0.5% | -28.1% | +27.7% | +4.7% |
| 6M | +8.1% | -35.8% | +44.0% | +15.6% |
| YTD | +21.2% | -10.5% | +31.7% | +19.9% |
| 1Y | +30.7% | -1.9% | +32.6% | +26.6% |
| 3Y | +67.3% | +121.0% | -53.7% | +23.7% |
| All | +99.8% | +114.0% | -14.1% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling