+251.2%
MNST vs CRH
+253.3%
-2.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.0% | -6.1% | +5.1% | +0.8% |
| 30D | -5.6% | -9.3% | +3.7% | -3.0% |
| 3M | -5.7% | -15.2% | +9.5% | -1.5% |
| 6M | +12.0% | -14.2% | +26.2% | +16.2% |
| YTD | +13.2% | -28.3% | +41.5% | +23.3% |
| 1Y | +36.1% | -21.8% | +57.8% | +43.8% |
| 3Y | +52.9% | +71.6% | -18.8% | +21.0% |
| 5Y | +81.0% | +96.6% | -15.6% | +33.4% |
| All | +251.2% | +253.3% | -2.1% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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