+303.0%
MNST vs CVE
+136.1%
+166.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.4% |
| 7D | -3.4% | -16.1% | +12.7% | -2.0% |
| 30D | +6.6% | -10.4% | +17.0% | +7.5% |
| 3M | -2.9% | -2.4% | -0.5% | -2.9% |
| 6M | +18.4% | -4.4% | +22.9% | +18.4% |
| YTD | +19.3% | +64.9% | -45.7% | +12.7% |
| 1Y | +37.9% | +66.0% | -28.1% | +30.1% |
| 3Y | +62.9% | +57.7% | +5.2% | +52.4% |
| 5Y | +99.6% | +144.7% | -45.1% | +73.4% |
| All | +303.0% | +136.1% | +166.8% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling