+64,301.1%
COHR vs MNST
+539,917.0%
-475,615.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.2% |
| 7D | +11.0% | -4.1% | +15.1% | +11.3% |
| 30D | -20.4% | -4.5% | -15.9% | -20.2% |
| 3M | -24.9% | -2.5% | -22.4% | -25.0% |
| 6M | +28.1% | +14.1% | +13.9% | +26.6% |
| YTD | +63.6% | +12.6% | +51.0% | +61.7% |
| 1Y | +205.9% | +36.9% | +169.0% | +198.1% |
| 3Y | +809.3% | +53.1% | +756.2% | +776.7% |
| 5Y | +397.1% | +78.2% | +318.9% | +374.5% |
| 10Y | +1,238.1% | +240.4% | +997.7% | +1,131.3% |
| All | +64,301.1% | +539,917.0% | -475,615.9% | +43,616.2% |
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