+56.6%
MNST vs CPB
-40.0%
+96.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | 0.0% |
| 7D | -6.5% | -8.6% | +2.1% | -5.0% |
| 30D | -7.2% | -7.2% | 0.0% | -6.1% |
| 3M | -1.0% | +0.9% | -1.9% | -1.4% |
| 6M | +11.5% | -11.8% | +23.3% | +13.6% |
| YTD | +14.3% | -19.4% | +33.7% | +18.3% |
| 1Y | +38.1% | -30.4% | +68.5% | +47.3% |
| All | +56.6% | -40.0% | +96.6% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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