+73.7%
MNST vs CVE
+59.0%
+14.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.6% | +11.0% | +3.2% |
| 7D | +6.8% | -12.1% | +18.8% | +6.6% |
| 30D | +12.0% | -9.8% | +21.8% | +11.9% |
| 3M | +3.5% | -0.7% | +4.2% | +3.4% |
| 6M | +29.7% | -4.3% | +34.0% | +29.7% |
| YTD | +27.2% | +70.6% | -43.4% | +24.4% |
| 1Y | +45.8% | +73.2% | -27.3% | +42.5% |
| All | +73.7% | +59.0% | +14.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling