+39.9%
KO vs MNST
+26.9%
+13.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +1.8% | -4.7% | +6.5% | +3.3% |
| 30D | +8.1% | +5.2% | +2.9% | +6.4% |
| 3M | +13.0% | -0.9% | +13.9% | +13.3% |
| 6M | +23.3% | +6.1% | +17.1% | +21.8% |
| YTD | +42.1% | +18.9% | +23.2% | +36.3% |
| 1Y | +39.9% | +29.3% | +10.6% | +31.3% |
| All | +39.9% | +26.9% | +13.0% | +31.3% |
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 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