+101.3%
MNST vs CTAS
+109.9%
-8.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.7% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | +6.6% | +12.8% | -6.1% | +1.8% |
| 3M | -2.9% | +10.3% | -13.2% | -6.6% |
| 6M | +18.4% | +32.0% | -13.5% | +5.4% |
| YTD | +19.3% | +19.1% | +0.1% | +10.5% |
| 1Y | +37.9% | +21.5% | +16.4% | +26.5% |
| 3Y | +62.9% | +76.0% | -13.2% | +17.1% |
| All | +101.3% | +109.9% | -8.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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