+29.5%
MNST vs CNH
+27.3%
+2.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.5% |
| 7D | -3.9% | +4.5% | -8.4% | -4.1% |
| 30D | +3.9% | +7.6% | -3.7% | +3.5% |
| 3M | -0.8% | +17.0% | -17.8% | -1.8% |
| 6M | +5.1% | +12.9% | -7.9% | +4.4% |
| YTD | +18.3% | +34.3% | -16.0% | +21.2% |
| 1Y | +29.5% | +28.5% | +0.9% | +31.7% |
| All | +29.5% | +27.3% | +2.1% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling