+328.4%
MNST vs CRL
+353.6%
-25.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.2% |
| 7D | -3.9% | -1.7% | -2.2% | -3.8% |
| 30D | +3.9% | +14.6% | -10.7% | +0.2% |
| 3M | -0.8% | +24.8% | -25.7% | -6.4% |
| 6M | +5.1% | +94.7% | -89.6% | -10.8% |
| YTD | +18.3% | +73.4% | -55.1% | +1.8% |
| 1Y | +29.5% | +104.7% | -75.2% | +6.8% |
| 3Y | +64.0% | +101.1% | -37.0% | +26.8% |
| 5Y | +97.2% | -10.8% | +108.0% | +95.6% |
| 10Y | +328.4% | +358.8% | -30.4% | +151.4% |
| All | +328.4% | +353.6% | -25.2% | +151.4% |
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