+120.5%
COP vs MNST
+97.3%
+23.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -6.1% | -3.9% | -2.2% | -6.0% |
| 30D | +1.1% | +3.9% | -2.8% | +1.0% |
| 3M | +10.9% | -0.8% | +11.8% | +10.9% |
| 6M | +20.8% | +5.1% | +15.7% | +20.3% |
| YTD | +48.0% | +18.3% | +29.8% | +46.4% |
| 1Y | +58.5% | +29.5% | +29.0% | +55.3% |
| 3Y | +28.1% | +64.0% | -35.9% | +22.3% |
| 5Y | +120.5% | +97.2% | +23.3% | +106.8% |
| All | +120.5% | +97.3% | +23.1% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling