+241.7%
MNST vs CPRT
+423.6%
-181.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -6.5% | +2.2% | -8.7% | -7.2% |
| 30D | -7.2% | +16.6% | -23.9% | -12.5% |
| 3M | -1.0% | +9.6% | -10.6% | -5.0% |
| 6M | +11.5% | -11.1% | +22.6% | +15.2% |
| YTD | +14.3% | -13.9% | +28.2% | +18.9% |
| 1Y | +38.1% | -32.5% | +70.6% | +57.4% |
| 3Y | +55.0% | -25.0% | +80.0% | +64.7% |
| 5Y | +79.6% | -7.4% | +87.0% | +70.8% |
| All | +241.7% | +423.6% | -181.9% | +93.9% |
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