+5,862.8%
COF vs MNST
+448,599.6%
-442,736.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.8% | -6.5% | +8.3% | +2.6% |
| 30D | -0.6% | -7.2% | +6.7% | +0.3% |
| 3M | +20.3% | -1.0% | +21.3% | +20.4% |
| 6M | +13.0% | +11.5% | +1.5% | +11.3% |
| YTD | -8.3% | +14.3% | -22.6% | -10.0% |
| 1Y | -1.5% | +38.1% | -39.6% | -5.6% |
| 3Y | +122.3% | +55.0% | +67.3% | +109.0% |
| 5Y | +52.5% | +79.6% | -27.1% | +40.8% |
| 10Y | +264.9% | +241.8% | +23.1% | +214.3% |
| All | +5,862.8% | +448,599.6% | -442,736.8% | +3,037.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling