-3.7%
COF vs MNST
+36.3%
-40.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -2.7% | -3.6% | +0.9% | -2.4% |
| 30D | -3.4% | -6.3% | +2.9% | -2.9% |
| 3M | +15.4% | -5.0% | +20.4% | +16.2% |
| 6M | +14.4% | +13.1% | +1.3% | +14.8% |
| YTD | -12.0% | +11.8% | -23.7% | -10.9% |
| 1Y | -3.7% | +35.2% | -39.0% | +0.7% |
| All | -3.7% | +36.3% | -40.1% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling