+56.6%
MNST vs CP
+17.1%
+39.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -6.5% | -2.7% | -3.8% | -6.0% |
| 30D | -7.2% | +0.2% | -7.4% | -7.3% |
| 3M | -1.0% | +2.6% | -3.6% | -1.6% |
| 6M | +11.5% | +6.0% | +5.5% | +9.8% |
| YTD | +14.3% | +24.9% | -10.6% | +9.0% |
| 1Y | +38.1% | +20.1% | +18.0% | +32.6% |
| All | +56.6% | +17.1% | +39.5% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling