+101.3%
MNST vs CP
+24.4%
+77.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.9% |
| 7D | -3.4% | +2.8% | -6.2% | -4.2% |
| 30D | +6.6% | +10.2% | -3.6% | +3.7% |
| 3M | -2.9% | +2.4% | -5.2% | -3.6% |
| 6M | +18.4% | +7.7% | +10.8% | +15.6% |
| YTD | +19.3% | +26.0% | -6.7% | +10.6% |
| 1Y | +37.9% | +34.6% | +3.3% | +25.1% |
| 3Y | +62.9% | +26.7% | +36.2% | +47.1% |
| All | +101.3% | +24.4% | +77.0% | +79.2% |
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