+95.0%
COF vs MNST
+64.0%
+31.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -6.2% | -3.9% | -2.3% | -5.6% |
| 30D | -1.7% | +3.9% | -5.6% | -2.3% |
| 3M | -10.2% | -0.8% | -9.4% | -10.2% |
| 6M | +4.2% | +5.1% | -0.9% | +3.5% |
| YTD | -18.2% | +18.3% | -36.5% | -20.2% |
| 1Y | -9.7% | +29.5% | -39.2% | -13.2% |
| 3Y | +95.0% | +64.0% | +31.0% | +79.7% |
| All | +95.0% | +64.0% | +31.1% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling