+84.2%
MNST vs CRL
-35.5%
+119.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -6.5% | -1.0% | -5.5% | -6.4% |
| 30D | -7.2% | +10.7% | -17.9% | -8.5% |
| 3M | -1.0% | +55.3% | -56.3% | -6.6% |
| 6M | +11.5% | +60.7% | -49.2% | +4.1% |
| YTD | +14.3% | +44.6% | -30.3% | +8.0% |
| 1Y | +38.1% | +77.7% | -39.6% | +26.0% |
| 3Y | +55.0% | +37.6% | +17.3% | +43.2% |
| All | +84.2% | -35.5% | +119.7% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling