+37.9%
MNST vs CP
+32.2%
+5.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.1% |
| 7D | -3.4% | +2.8% | -6.2% | -3.8% |
| 30D | +6.6% | +10.2% | -3.6% | +5.2% |
| 3M | -2.9% | +2.4% | -5.2% | -3.3% |
| 6M | +18.4% | +7.7% | +10.8% | +17.1% |
| YTD | +19.3% | +26.0% | -6.7% | +19.6% |
| 1Y | +37.9% | +34.6% | +3.3% | +35.6% |
| All | +37.9% | +32.2% | +5.7% | +35.6% |
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