+346.1%
COP vs MNST
+242.3%
+103.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +3.0% | -6.5% | +9.5% | +4.8% |
| 30D | +17.5% | -7.2% | +24.7% | +19.7% |
| 3M | +13.4% | -1.0% | +14.4% | +13.2% |
| 6M | +17.7% | +11.5% | +6.2% | +13.0% |
| YTD | +46.6% | +14.3% | +32.3% | +39.1% |
| 1Y | +44.6% | +38.1% | +6.5% | +28.8% |
| 3Y | +20.7% | +55.0% | -34.3% | +1.7% |
| 5Y | +185.0% | +79.6% | +105.4% | +121.6% |
| All | +346.1% | +242.3% | +103.8% | +182.3% |
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