+313.1%
MNST vs CP
+261.0%
+52.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.0% |
| 7D | -5.0% | +2.8% | -7.7% | -5.9% |
| 30D | +4.6% | +11.3% | -6.7% | +0.3% |
| 3M | +1.0% | +2.9% | -1.8% | -0.2% |
| 6M | +5.8% | +9.8% | -4.0% | +1.6% |
| YTD | +19.1% | +28.5% | -9.5% | +6.8% |
| 1Y | +30.9% | +33.5% | -2.6% | +15.5% |
| 3Y | +65.7% | +31.9% | +33.8% | +43.1% |
| 5Y | +99.0% | +25.5% | +73.5% | +72.2% |
| 10Y | +313.1% | +257.6% | +55.5% | +133.1% |
| All | +313.1% | +261.0% | +52.1% | +133.1% |
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