+313.1%
MNST vs COO
+40.7%
+272.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.9% |
| 7D | -5.0% | +4.3% | -9.2% | -6.2% |
| 30D | +4.6% | +17.6% | -13.0% | -0.5% |
| 3M | +1.0% | -13.9% | +14.9% | +5.2% |
| 6M | +5.8% | +6.6% | -0.8% | +2.5% |
| YTD | +19.1% | -22.0% | +41.1% | +27.2% |
| 1Y | +30.9% | -8.8% | +39.7% | +32.4% |
| 3Y | +65.7% | -21.5% | +87.2% | +69.1% |
| 5Y | +99.0% | -41.0% | +140.0% | +124.1% |
| 10Y | +313.1% | +40.9% | +272.2% | +230.8% |
| All | +313.1% | +40.7% | +272.4% | +230.8% |
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