+328.4%
MNST vs CPRT
+382.0%
-53.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -3.9% | +4.0% | -7.9% | -5.2% |
| 30D | +3.9% | +18.2% | -14.3% | -2.1% |
| 3M | -0.8% | +9.2% | -10.0% | -4.5% |
| 6M | +5.1% | -4.8% | +9.9% | +5.6% |
| YTD | +18.3% | -17.5% | +35.8% | +24.4% |
| 1Y | +29.5% | -22.0% | +51.5% | +39.1% |
| 3Y | +64.0% | -33.7% | +97.8% | +82.7% |
| 5Y | +97.2% | -15.0% | +112.2% | +93.3% |
| 10Y | +328.4% | +385.2% | -56.7% | +182.3% |
| All | +328.4% | +382.0% | -53.6% | +182.3% |
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