+241.7%
MNST vs COO
+49.3%
+192.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -6.5% | -2.2% | -4.3% | -5.8% |
| 30D | -7.2% | -7.0% | -0.2% | -5.1% |
| 3M | -1.0% | +12.2% | -13.2% | -4.9% |
| 6M | +11.5% | -15.1% | +26.6% | +17.0% |
| YTD | +14.3% | -15.1% | +29.4% | +19.7% |
| 1Y | +38.1% | +2.3% | +35.8% | +35.2% |
| 3Y | +55.0% | -23.7% | +78.7% | +62.1% |
| 5Y | +79.6% | -38.9% | +118.6% | +102.3% |
| All | +241.7% | +49.3% | +192.4% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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