+572,080.2%
MNST vs CPB
+360.6%
+571,719.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.1% |
| 7D | -3.4% | +8.0% | -11.4% | -5.0% |
| 30D | +6.6% | +22.4% | -15.8% | +2.0% |
| 3M | -2.9% | +2.5% | -5.4% | -3.7% |
| 6M | +18.4% | +12.2% | +6.2% | +14.8% |
| YTD | +19.3% | -12.8% | +32.1% | +21.6% |
| 1Y | +37.9% | -19.2% | +57.1% | +42.8% |
| 3Y | +62.9% | -35.6% | +98.4% | +75.4% |
| 5Y | +99.6% | -31.4% | +131.0% | +110.9% |
| 10Y | +305.7% | -37.9% | +343.7% | +327.7% |
| All | +572,080.2% | +360.6% | +571,719.6% | +376,889.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling