+78.2%
MNST vs CPNG
-53.2%
+131.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.2% |
| 7D | -4.1% | -6.3% | +2.2% | -3.4% |
| 30D | -4.5% | -8.7% | +4.3% | -3.6% |
| 3M | -2.5% | -2.4% | 0.0% | -2.6% |
| 6M | +14.1% | -22.3% | +36.5% | +16.4% |
| YTD | +12.6% | -37.2% | +49.8% | +17.3% |
| 1Y | +36.9% | -53.0% | +89.9% | +47.5% |
| 3Y | +53.1% | -20.0% | +73.1% | +51.2% |
| 5Y | +78.2% | -52.8% | +131.0% | +78.9% |
| All | +78.2% | -53.2% | +131.4% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling