+188.1%
COF vs MNST
+328.4%
-140.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.5% | -6.9% | +2.4% | -1.5% |
| 30D | -2.0% | +3.7% | -5.8% | -3.8% |
| 3M | -9.7% | -0.3% | -9.5% | -10.0% |
| 6M | +8.0% | +5.1% | +2.9% | +5.0% |
| YTD | -17.7% | +18.4% | -36.1% | -25.1% |
| 1Y | -9.3% | +26.3% | -35.6% | -20.0% |
| 3Y | +96.3% | +64.3% | +32.0% | +47.8% |
| 5Y | +37.0% | +96.8% | -59.8% | -8.7% |
| 10Y | +188.1% | +333.2% | -145.1% | +58.8% |
| All | +188.1% | +328.4% | -140.3% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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