+101.3%
MNST vs CNH
-14.7%
+116.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -4.8% |
| 7D | -3.4% | -1.7% | -1.7% | -3.2% |
| 30D | +6.6% | -7.2% | +13.8% | +7.5% |
| 3M | -2.9% | +6.5% | -9.4% | -4.2% |
| 6M | +18.4% | +7.9% | +10.6% | +16.2% |
| YTD | +19.3% | +26.6% | -7.3% | +13.8% |
| 1Y | +37.9% | +13.8% | +24.1% | +33.5% |
| 3Y | +62.9% | +9.2% | +53.7% | +54.8% |
| All | +101.3% | -14.7% | +116.0% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling