+96.8%
MNST vs CPRT
-15.6%
+112.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -6.9% | -1.4% | -5.5% | -6.5% |
| 30D | +3.7% | +21.5% | -17.7% | -2.3% |
| 3M | -0.3% | +9.4% | -9.7% | -3.6% |
| 6M | +5.1% | -3.3% | +8.4% | +5.1% |
| YTD | +18.4% | -17.8% | +36.3% | +24.6% |
| 1Y | +26.3% | -22.2% | +48.5% | +35.5% |
| 3Y | +64.3% | -34.0% | +98.2% | +80.7% |
| 5Y | +96.8% | -15.4% | +112.3% | +81.4% |
| All | +96.8% | -15.6% | +112.4% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling