+120.6%
COST vs MNST
+100.5%
+20.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.2% |
| 7D | +4.1% | -3.4% | +7.5% | +5.1% |
| 30D | +12.0% | +6.6% | +5.4% | +9.9% |
| 3M | +11.2% | -2.9% | +14.1% | +12.0% |
| 6M | +6.1% | +18.4% | -12.3% | +0.3% |
| YTD | +22.9% | +19.3% | +3.6% | +15.5% |
| 1Y | +14.7% | +37.9% | -23.2% | +2.4% |
| 3Y | +92.3% | +62.9% | +29.4% | +60.1% |
| All | +120.6% | +100.5% | +20.2% | +66.3% |
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