+96.2%
MNST vs CPNG
-75.9%
+172.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -6.5% | -7.4% | +1.0% | -5.8% |
| 30D | -7.2% | -4.4% | -2.8% | -6.8% |
| 3M | -1.0% | -7.5% | +6.5% | -0.6% |
| 6M | +11.5% | -19.9% | +31.4% | +13.2% |
| YTD | +14.3% | -35.2% | +49.5% | +18.4% |
| 1Y | +38.1% | -46.8% | +84.9% | +45.8% |
| 3Y | +55.0% | -20.2% | +75.1% | +53.6% |
| 5Y | +79.6% | -48.4% | +128.1% | +75.6% |
| All | +96.2% | -75.9% | +172.1% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling