+99.0%
MNST vs CP
+27.1%
+71.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.8% |
| 7D | -5.0% | +2.8% | -7.7% | -5.7% |
| 30D | +4.6% | +11.3% | -6.7% | +1.4% |
| 3M | +1.0% | +2.9% | -1.8% | +0.1% |
| 6M | +5.8% | +9.8% | -4.0% | +2.6% |
| YTD | +19.1% | +28.5% | -9.5% | +9.8% |
| 1Y | +30.9% | +33.5% | -2.6% | +19.1% |
| 3Y | +65.7% | +31.9% | +33.8% | +47.5% |
| 5Y | +99.0% | +25.5% | +73.5% | +76.8% |
| All | +99.0% | +27.1% | +71.9% | +76.8% |
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 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