+581,341.2%
MNST vs CMI
+15,921.4%
+565,419.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | -0.5% | -28.1% | +27.7% | +6.7% |
| 6M | +8.1% | -35.8% | +44.0% | +18.1% |
| YTD | +21.2% | -10.5% | +31.7% | +21.9% |
| 1Y | +30.7% | -1.9% | +32.6% | +28.7% |
| 3Y | +67.3% | +121.0% | -53.7% | +34.0% |
| 5Y | +101.9% | +114.6% | -12.7% | +61.4% |
| 10Y | +343.3% | +325.5% | +17.9% | +198.1% |
| All | +581,341.2% | +15,921.4% | +565,419.7% | +222,658.6% |
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