+30.7%
MNST vs CP
+31.6%
-0.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.0% |
| 7D | +1.6% | +2.1% | -0.5% | +1.3% |
| 30D | +5.1% | +9.3% | -4.3% | +3.9% |
| 3M | -0.5% | +0.5% | -0.9% | -0.9% |
| 6M | +8.1% | +10.4% | -2.3% | +6.7% |
| YTD | +21.2% | +28.7% | -7.5% | +22.5% |
| 1Y | +30.7% | +33.2% | -2.5% | +32.1% |
| All | +30.7% | +31.6% | -0.8% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling