+62.9%
MNST vs CPRT
-30.7%
+93.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.2% |
| 7D | -3.4% | +6.0% | -9.5% | -4.2% |
| 30D | +6.6% | +20.0% | -13.4% | +3.9% |
| 3M | -2.9% | +10.1% | -13.0% | -4.6% |
| 6M | +18.4% | -4.3% | +22.8% | +18.4% |
| YTD | +19.3% | -18.4% | +37.7% | +21.8% |
| 1Y | +37.9% | -20.1% | +58.0% | +41.3% |
| 3Y | +62.9% | -30.4% | +93.3% | +70.5% |
| All | +62.9% | -30.7% | +93.6% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling