+354.7%
MNST vs CP
+257.3%
+97.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.1% |
| 7D | +1.6% | +2.1% | -0.5% | +0.8% |
| 30D | +5.1% | +9.3% | -4.3% | +1.5% |
| 3M | -0.5% | +0.5% | -0.9% | -0.8% |
| 6M | +8.1% | +10.4% | -2.3% | +3.6% |
| YTD | +21.2% | +28.7% | -7.5% | +8.6% |
| 1Y | +30.7% | +33.2% | -2.5% | +15.4% |
| 3Y | +67.3% | +38.4% | +28.9% | +41.4% |
| 5Y | +101.9% | +26.2% | +75.7% | +74.2% |
| All | +354.7% | +257.3% | +97.4% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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