+108.8%
MNST vs CP
+27.2%
+81.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +3.2% | +6.1% | -2.9% | +1.5% |
| 30D | +10.6% | +9.8% | +0.8% | +7.6% |
| 3M | +1.3% | +2.7% | -1.5% | +0.3% |
| 6M | +26.2% | +12.8% | +13.4% | +21.4% |
| YTD | +24.8% | +28.2% | -3.4% | +15.1% |
| 1Y | +40.9% | +34.1% | +6.8% | +28.1% |
| 3Y | +72.2% | +28.9% | +43.3% | +54.7% |
| 5Y | +108.8% | +27.1% | +81.7% | +83.7% |
| All | +108.8% | +27.2% | +81.6% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling