+56.6%
MNST vs CNH
+9.6%
+47.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.9% |
| 7D | -6.5% | +23.3% | -29.8% | -8.0% |
| 30D | -7.2% | +33.5% | -40.7% | -9.3% |
| 3M | -1.0% | +32.7% | -33.7% | -3.3% |
| 6M | +11.5% | +22.2% | -10.7% | +9.3% |
| YTD | +14.3% | +57.7% | -43.4% | +10.0% |
| 1Y | +38.1% | +28.0% | +10.1% | +35.2% |
| All | +56.6% | +9.6% | +47.1% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling