+39.9%
KO vs MNST
+29.3%
+10.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +1.8% | -6.9% | +8.7% | +4.2% |
| 30D | +8.7% | +3.7% | +4.9% | +7.4% |
| 3M | +13.5% | -0.3% | +13.8% | +13.5% |
| 6M | +25.6% | +5.1% | +20.5% | +24.4% |
| YTD | +42.3% | +18.4% | +23.8% | +36.9% |
| 1Y | +39.9% | +26.3% | +13.6% | +32.9% |
| All | +39.9% | +29.3% | +10.6% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling