+313.1%
MNST vs CNH
+134.0%
+179.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.9% | -11.1% | -2.3% |
| 7D | -5.0% | +8.6% | -13.5% | -6.7% |
| 30D | +4.6% | +12.6% | -8.0% | +1.9% |
| 3M | +1.0% | +17.5% | -16.5% | -3.2% |
| 6M | +5.8% | +18.1% | -12.3% | +0.7% |
| YTD | +19.1% | +40.4% | -21.3% | +8.5% |
| 1Y | +30.9% | +34.0% | -3.1% | +20.2% |
| 3Y | +65.7% | +35.3% | +30.4% | +46.6% |
| 5Y | +99.0% | -5.1% | +104.0% | +87.7% |
| 10Y | +313.1% | +124.0% | +189.0% | +197.7% |
| All | +313.1% | +134.0% | +179.1% | +197.7% |
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