+177.9%
KO vs MNST
+251.4%
-73.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.1% | -2.2% | +1.1% | -0.3% |
| 30D | +1.6% | -5.4% | +6.9% | +3.5% |
| 3M | +5.8% | -5.5% | +11.3% | +7.8% |
| 6M | +14.3% | +12.4% | +1.9% | +9.2% |
| YTD | +27.3% | +12.4% | +14.9% | +21.6% |
| 1Y | +33.2% | +37.2% | -4.0% | +18.3% |
| 3Y | +64.5% | +52.9% | +11.6% | +38.5% |
| 5Y | +83.1% | +79.7% | +3.4% | +43.0% |
| All | +177.9% | +251.4% | -73.5% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling