+548,301.9%
MNST vs CMI
+19,768.2%
+528,533.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | -6.5% | -0.7% | -5.8% | -6.3% |
| 30D | -7.2% | -13.4% | +6.2% | -4.3% |
| 3M | -1.0% | -17.0% | +16.0% | +2.5% |
| 6M | +11.5% | -1.6% | +13.1% | +10.7% |
| YTD | +14.3% | +11.0% | +3.3% | +10.0% |
| 1Y | +38.1% | +41.9% | -3.8% | +25.1% |
| 3Y | +55.0% | +151.8% | -96.8% | +21.0% |
| 5Y | +79.6% | +163.6% | -84.0% | +37.5% |
| 10Y | +241.8% | +472.9% | -231.1% | +115.5% |
| All | +548,301.9% | +19,768.2% | +528,533.7% | +200,819.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling