+28.7%
COP vs MNST
+63.0%
-34.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -8.4% | -5.0% | -3.5% | -8.5% |
| 30D | +0.3% | +4.6% | -4.3% | +0.3% |
| 3M | +15.1% | +1.0% | +14.1% | +15.1% |
| 6M | +19.8% | +5.8% | +14.0% | +19.6% |
| YTD | +46.8% | +19.1% | +27.8% | +46.2% |
| 1Y | +59.7% | +30.9% | +28.8% | +57.5% |
| 3Y | +28.7% | +65.7% | -37.0% | +23.1% |
| All | +28.7% | +63.0% | -34.3% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling