+354.7%
MNST vs CPRT
+368.4%
-13.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +5.1% | +21.2% | -16.1% | -1.8% |
| 3M | -0.5% | +8.3% | -8.8% | -3.9% |
| 6M | +8.1% | -3.4% | +11.5% | +8.0% |
| YTD | +21.2% | -18.7% | +39.9% | +28.2% |
| 1Y | +30.7% | -23.5% | +54.2% | +41.4% |
| 3Y | +67.3% | -34.2% | +101.5% | +86.7% |
| 5Y | +101.9% | -18.2% | +120.1% | +100.7% |
| All | +354.7% | +368.4% | -13.7% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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