+336.7%
COP vs MNST
+344.7%
-8.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | +4.4% | +1.6% | +2.8% | +4.0% |
| 30D | 0.0% | +5.1% | -5.1% | -1.5% |
| 3M | +15.0% | -0.5% | +15.5% | +14.8% |
| 6M | +22.0% | +8.1% | +13.9% | +18.6% |
| YTD | +55.3% | +21.2% | +34.1% | +44.7% |
| 1Y | +64.1% | +30.7% | +33.4% | +49.1% |
| 3Y | +34.1% | +67.3% | -33.2% | +10.5% |
| 5Y | +133.4% | +101.9% | +31.5% | +73.5% |
| All | +336.7% | +344.7% | -8.0% | +161.7% |
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 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