+71.8%
COST vs MNST
+52.7%
+19.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -3.2% | -4.1% | +0.9% | -2.6% |
| 30D | -4.0% | -4.5% | +0.5% | -3.3% |
| 3M | -6.5% | -2.5% | -4.0% | -6.1% |
| 6M | -8.5% | +14.1% | -22.7% | -10.4% |
| YTD | +6.0% | +12.6% | -6.5% | +4.0% |
| 1Y | -5.8% | +36.9% | -42.7% | -11.0% |
| 3Y | +71.8% | +53.1% | +18.7% | +62.0% |
| All | +71.8% | +52.7% | +19.2% | +62.0% |
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