+3,202.3%
MNST vs CVE
+67.4%
+3,134.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.6% | +11.0% | +4.2% |
| 7D | +6.8% | -12.1% | +18.8% | +8.3% |
| 30D | +12.0% | -9.8% | +21.8% | +13.2% |
| 3M | +3.5% | -0.7% | +4.2% | +3.3% |
| 6M | +29.7% | -4.3% | +34.0% | +29.5% |
| YTD | +27.2% | +70.6% | -43.4% | +17.6% |
| 1Y | +45.8% | +73.2% | -27.3% | +34.5% |
| 3Y | +75.5% | +60.3% | +15.2% | +60.9% |
| 5Y | +122.1% | +159.3% | -37.2% | +84.3% |
| 10Y | +332.6% | +147.4% | +185.2% | +220.0% |
| All | +3,202.3% | +67.4% | +3,134.9% | +2,473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling