+56.6%
MNST vs CPRT
-25.5%
+82.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -6.5% | +2.2% | -8.7% | -6.8% |
| 30D | -7.2% | +16.6% | -23.9% | -9.4% |
| 3M | -1.0% | +9.6% | -10.6% | -2.7% |
| 6M | +11.5% | -11.1% | +22.6% | +13.4% |
| YTD | +14.3% | -13.9% | +28.2% | +16.7% |
| 1Y | +38.1% | -32.5% | +70.6% | +48.2% |
| All | +56.6% | -25.5% | +82.1% | +55.9% |
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 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