+91.8%
MNST vs CPNG
-76.8%
+168.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.6% | -7.6% | +4.0% | -2.8% |
| 30D | -6.3% | -8.8% | +2.5% | -5.5% |
| 3M | -5.0% | -7.2% | +2.3% | -4.6% |
| 6M | +13.1% | -21.5% | +34.7% | +15.1% |
| YTD | +11.8% | -37.4% | +49.2% | +16.2% |
| 1Y | +35.2% | -54.3% | +89.6% | +45.3% |
| 3Y | +52.0% | -20.3% | +72.3% | +50.6% |
| 5Y | +77.9% | -51.2% | +129.1% | +74.7% |
| All | +91.8% | -76.8% | +168.5% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling