+241.7%
MNST vs CP
+220.9%
+20.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -6.5% | -2.7% | -3.8% | -5.5% |
| 30D | -7.2% | +0.2% | -7.4% | -7.4% |
| 3M | -1.0% | +2.6% | -3.6% | -2.3% |
| 6M | +11.5% | +6.0% | +5.5% | +8.5% |
| YTD | +14.3% | +24.9% | -10.6% | +3.7% |
| 1Y | +38.1% | +20.1% | +18.0% | +27.0% |
| 3Y | +55.0% | +16.4% | +38.6% | +41.3% |
| 5Y | +79.6% | +31.7% | +47.9% | +51.5% |
| All | +241.7% | +220.9% | +20.9% | +92.8% |
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