+51.1%
COF vs MNST
+81.5%
-30.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -2.1% |
| 7D | +1.2% | -4.1% | +5.3% | +2.6% |
| 30D | -1.4% | -4.5% | +3.1% | 0.0% |
| 3M | +19.0% | -2.5% | +21.5% | +19.8% |
| 6M | +14.9% | +14.1% | +0.7% | +9.2% |
| YTD | -10.7% | +12.6% | -23.2% | -15.0% |
| 1Y | -1.3% | +36.9% | -38.2% | -13.3% |
| 3Y | +124.3% | +53.1% | +71.2% | +85.7% |
| 5Y | +51.1% | +78.2% | -27.1% | +14.7% |
| All | +51.1% | +81.5% | -30.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling