+99.0%
MNST vs CTVA
+82.6%
+16.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.5% |
| 7D | -5.0% | +1.6% | -6.6% | -5.2% |
| 30D | +4.6% | -8.5% | +13.1% | +6.1% |
| 3M | +1.0% | +5.3% | -4.3% | -0.6% |
| 6M | +5.8% | -0.1% | +5.9% | +4.9% |
| YTD | +19.1% | +21.2% | -2.2% | +13.5% |
| 1Y | +30.9% | +27.0% | +3.9% | +23.6% |
| 3Y | +65.7% | +87.2% | -21.5% | +42.3% |
| 5Y | +99.0% | +77.9% | +21.1% | +60.6% |
| All | +99.0% | +82.6% | +16.4% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling