+598,486.6%
MNST vs CP
+7,870.0%
+590,616.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +3.2% | +6.1% | -2.9% | +1.6% |
| 30D | +10.6% | +9.8% | +0.8% | +7.8% |
| 3M | +1.3% | +2.7% | -1.5% | +0.4% |
| 6M | +26.2% | +12.8% | +13.4% | +21.9% |
| YTD | +24.8% | +28.2% | -3.4% | +15.9% |
| 1Y | +40.9% | +34.1% | +6.8% | +29.3% |
| 3Y | +72.2% | +28.9% | +43.3% | +57.7% |
| 5Y | +108.8% | +27.1% | +81.7% | +90.3% |
| 10Y | +324.4% | +264.8% | +59.6% | +191.0% |
| All | +598,486.6% | +7,870.0% | +590,616.6% | +262,588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling