+84.2%
MNST vs CPB
-39.5%
+123.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.2% |
| 7D | -6.5% | -8.6% | +2.1% | -4.7% |
| 30D | -7.2% | -7.2% | 0.0% | -5.8% |
| 3M | -1.0% | +0.9% | -1.9% | -1.6% |
| 6M | +11.5% | -11.8% | +23.3% | +14.0% |
| YTD | +14.3% | -19.4% | +33.7% | +19.2% |
| 1Y | +38.1% | -30.4% | +68.5% | +49.1% |
| 3Y | +55.0% | -40.2% | +95.1% | +71.6% |
| All | +84.2% | -39.5% | +123.6% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling