+354.7%
MNST vs CNP
+146.5%
+208.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | +5.1% | +3.8% | +1.3% | +3.6% |
| 3M | -0.5% | +2.4% | -2.8% | -1.5% |
| 6M | +8.1% | -1.2% | +9.3% | +8.1% |
| YTD | +21.2% | +9.3% | +11.9% | +16.8% |
| 1Y | +30.7% | +6.4% | +24.3% | +27.0% |
| 3Y | +67.3% | +66.4% | +1.0% | +38.4% |
| 5Y | +101.9% | +75.7% | +26.2% | +62.5% |
| All | +354.7% | +146.5% | +208.2% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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