+303.0%
MNST vs CRL
+386.8%
-83.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.8% | -12.2% | -6.0% |
| 7D | -3.4% | -6.1% | +2.7% | -2.5% |
| 30D | +6.6% | +12.4% | -5.8% | +3.3% |
| 3M | -2.9% | +27.1% | -30.0% | -8.7% |
| 6M | +18.4% | +85.7% | -67.3% | +1.6% |
| YTD | +19.3% | +69.2% | -49.9% | +3.3% |
| 1Y | +37.9% | +97.5% | -59.6% | +14.7% |
| 3Y | +62.9% | +86.1% | -23.2% | +29.0% |
| 5Y | +99.6% | -10.0% | +109.6% | +96.5% |
| All | +303.0% | +386.8% | -83.8% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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