+598,486.6%
MNST vs CPB
+366.5%
+598,120.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +3.2% | +11.6% | -8.4% | +0.8% |
| 30D | +10.6% | +23.3% | -12.7% | +5.7% |
| 3M | +1.3% | +1.6% | -0.4% | +0.6% |
| 6M | +26.2% | +13.9% | +12.3% | +21.9% |
| YTD | +24.8% | -11.7% | +36.5% | +26.8% |
| 1Y | +40.9% | -18.2% | +59.2% | +45.6% |
| 3Y | +72.2% | -35.2% | +107.4% | +85.2% |
| 5Y | +108.8% | -30.5% | +139.3% | +120.0% |
| 10Y | +324.4% | -37.1% | +361.6% | +346.2% |
| All | +598,486.6% | +366.5% | +598,120.1% | +393,159.0% |
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