+176.4%
MNST vs CTVA
+223.3%
-46.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.5% | +4.9% | -11.4% | -7.7% |
| 30D | -7.2% | +11.9% | -19.1% | -9.9% |
| 3M | -1.0% | +13.7% | -14.7% | -4.5% |
| 6M | +11.5% | +13.1% | -1.7% | +7.5% |
| YTD | +14.3% | +32.0% | -17.6% | +5.8% |
| 1Y | +38.1% | +22.1% | +16.1% | +30.0% |
| 3Y | +55.0% | +77.5% | -22.5% | +29.7% |
| 5Y | +79.6% | +106.3% | -26.7% | +40.5% |
| All | +176.4% | +223.3% | -46.9% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling