+99.8%
MNST vs CRL
-12.1%
+111.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +5.1% | +11.9% | -6.8% | +3.3% |
| 3M | -0.5% | +20.2% | -20.6% | -3.2% |
| 6M | +8.1% | +107.5% | -99.4% | -2.4% |
| YTD | +21.2% | +69.4% | -48.2% | +11.7% |
| 1Y | +30.7% | +99.7% | -69.0% | +17.4% |
| 3Y | +67.3% | +98.8% | -31.5% | +43.4% |
| All | +99.8% | -12.1% | +111.9% | +113.1% |
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