+103.0%
MNST vs CPNG
-74.3%
+177.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -3.9% | +7.2% | -11.1% | -4.6% |
| 30D | +3.9% | +3.2% | +0.7% | +3.5% |
| 3M | -0.8% | +0.9% | -1.7% | -1.1% |
| 6M | +5.1% | -3.8% | +8.9% | +4.9% |
| YTD | +18.3% | -30.8% | +49.0% | +21.6% |
| 1Y | +29.5% | -43.5% | +73.0% | +35.9% |
| 3Y | +64.0% | +6.6% | +57.4% | +57.2% |
| 5Y | +97.2% | -45.3% | +142.5% | +91.5% |
| All | +103.0% | -74.3% | +177.3% | +99.5% |
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