+38.1%
MNST vs CTVA
+22.4%
+15.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -6.5% | +4.9% | -11.4% | -7.0% |
| 30D | -7.2% | +11.9% | -19.1% | -8.4% |
| 3M | -1.0% | +13.7% | -14.7% | -2.3% |
| 6M | +11.5% | +13.1% | -1.7% | +9.9% |
| YTD | +14.3% | +32.0% | -17.6% | +12.4% |
| 1Y | +38.1% | +22.1% | +16.1% | +37.0% |
| All | +38.1% | +22.4% | +15.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling