+2,868.3%
MNST vs CVE
+89.9%
+2,778.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -6.5% | +2.5% | -9.0% | -6.8% |
| 30D | -7.2% | +16.7% | -24.0% | -9.0% |
| 3M | -1.0% | +9.3% | -10.3% | -2.4% |
| 6M | +11.5% | +43.6% | -32.1% | +6.0% |
| YTD | +14.3% | +93.6% | -79.3% | +4.4% |
| 1Y | +38.1% | +98.8% | -60.6% | +25.5% |
| 3Y | +55.0% | +73.6% | -18.6% | +40.9% |
| 5Y | +79.6% | +312.5% | -232.8% | +39.6% |
| 10Y | +241.8% | +161.0% | +80.7% | +152.9% |
| All | +2,868.3% | +89.9% | +2,778.4% | +2,183.8% |
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