+320.3%
COP vs MNST
+301.8%
+18.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.7% |
| 7D | -11.5% | -3.4% | -8.1% | -10.8% |
| 30D | +5.0% | +6.6% | -1.7% | +3.0% |
| 3M | +17.5% | -2.9% | +20.4% | +18.0% |
| 6M | +16.2% | +18.4% | -2.2% | +9.8% |
| YTD | +48.8% | +19.3% | +29.5% | +39.2% |
| 1Y | +64.1% | +37.9% | +26.2% | +46.5% |
| 3Y | +25.7% | +62.9% | -37.2% | +4.5% |
| 5Y | +114.4% | +99.6% | +14.8% | +59.9% |
| All | +320.3% | +301.8% | +18.5% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling