+303.0%
MNST vs CPRT
+398.2%
-95.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.8% |
| 7D | -3.4% | +6.0% | -9.5% | -5.4% |
| 30D | +6.6% | +20.0% | -13.4% | 0.0% |
| 3M | -2.9% | +10.1% | -13.0% | -6.8% |
| 6M | +18.4% | -4.3% | +22.8% | +18.8% |
| YTD | +19.3% | -18.4% | +37.7% | +25.9% |
| 1Y | +37.9% | -20.1% | +58.0% | +46.7% |
| 3Y | +62.9% | -30.4% | +93.3% | +77.4% |
| 5Y | +99.6% | -17.0% | +116.6% | +97.3% |
| All | +303.0% | +398.2% | -95.2% | +175.1% |
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