+113.0%
COP vs MNST
+100.5%
+12.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.7% |
| 7D | -11.5% | -3.4% | -8.1% | -11.5% |
| 30D | +5.0% | +6.6% | -1.7% | +4.7% |
| 3M | +17.5% | -2.9% | +20.4% | +17.5% |
| 6M | +16.2% | +18.4% | -2.2% | +15.2% |
| YTD | +48.8% | +19.3% | +29.5% | +47.1% |
| 1Y | +64.1% | +37.9% | +26.2% | +59.9% |
| 3Y | +25.7% | +62.9% | -37.2% | +20.2% |
| All | +113.0% | +100.5% | +12.5% | +97.6% |
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