+333.2%
MNST vs CNH
+113.9%
+219.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.2% |
| 7D | -6.9% | +6.7% | -13.5% | -8.2% |
| 30D | +3.7% | +7.2% | -3.5% | +2.0% |
| 3M | -0.3% | +17.5% | -17.8% | -4.4% |
| 6M | +5.1% | +15.0% | -9.9% | +0.5% |
| YTD | +18.4% | +36.8% | -18.3% | +8.4% |
| 1Y | +26.3% | +27.6% | -1.4% | +17.1% |
| 3Y | +64.3% | +34.3% | +29.9% | +45.2% |
| 5Y | +96.8% | -12.2% | +109.0% | +89.3% |
| 10Y | +333.2% | +113.9% | +219.3% | +205.2% |
| All | +333.2% | +113.9% | +219.3% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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