+241.7%
MNST vs CVE
+159.5%
+82.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -6.5% | +2.5% | -9.0% | -6.7% |
| 30D | -7.2% | +16.7% | -24.0% | -8.5% |
| 3M | -1.0% | +9.3% | -10.3% | -2.0% |
| 6M | +11.5% | +43.6% | -32.1% | +7.3% |
| YTD | +14.3% | +93.6% | -79.3% | +6.6% |
| 1Y | +38.1% | +98.8% | -60.6% | +28.3% |
| 3Y | +55.0% | +73.6% | -18.6% | +44.0% |
| 5Y | +79.6% | +312.5% | -232.8% | +47.2% |
| All | +241.7% | +159.5% | +82.3% | +162.0% |
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