+321.6%
MNST vs CVE
+137.5%
+184.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | -1.6% |
| 7D | +3.2% | -14.1% | +17.3% | +4.5% |
| 30D | +10.6% | -11.6% | +22.2% | +11.6% |
| 3M | +1.3% | 0.0% | +1.2% | +1.0% |
| 6M | +26.2% | -8.4% | +34.6% | +26.6% |
| YTD | +24.8% | +65.9% | -41.1% | +17.8% |
| 1Y | +40.9% | +69.4% | -28.5% | +32.7% |
| 3Y | +72.2% | +55.9% | +16.3% | +61.3% |
| 5Y | +108.8% | +146.2% | -37.4% | +81.3% |
| All | +321.6% | +137.5% | +184.1% | +230.0% |
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