+97.2%
MNST vs CNH
-9.2%
+106.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.1% |
| 7D | -3.9% | +4.5% | -8.4% | -4.5% |
| 30D | +3.9% | +7.6% | -3.7% | +2.7% |
| 3M | -0.8% | +17.0% | -17.8% | -3.5% |
| 6M | +5.1% | +12.9% | -7.9% | +2.4% |
| YTD | +18.3% | +34.3% | -16.0% | +11.9% |
| 1Y | +29.5% | +28.5% | +0.9% | +23.1% |
| 3Y | +64.0% | +31.9% | +32.2% | +50.3% |
| 5Y | +97.2% | -9.6% | +106.8% | +92.2% |
| All | +97.2% | -9.2% | +106.4% | +92.2% |
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 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