+208,840.9%
MNST vs CRL
+1,647.7%
+207,193.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -4.7% | +8.9% | -13.6% | -6.5% |
| 30D | +5.2% | +14.0% | -8.8% | +1.9% |
| 3M | -0.9% | +19.8% | -20.7% | -5.3% |
| 6M | +6.1% | +102.0% | -95.9% | -9.4% |
| YTD | +18.9% | +70.8% | -52.0% | +3.8% |
| 1Y | +29.3% | +98.7% | -69.4% | +9.2% |
| 3Y | +64.9% | +98.2% | -33.3% | +32.4% |
| 5Y | +98.0% | -11.7% | +109.7% | +86.7% |
| 10Y | +334.8% | +356.7% | -21.8% | +180.5% |
| All | +208,840.9% | +1,647.7% | +207,193.1% | +112,430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling