+303.0%
MNST vs COO
+41.2%
+261.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.9% |
| 7D | -3.4% | +4.7% | -8.1% | -4.8% |
| 30D | +6.6% | +13.9% | -7.3% | +2.4% |
| 3M | -2.9% | -14.9% | +12.1% | +1.5% |
| 6M | +18.4% | +2.0% | +16.4% | +16.3% |
| YTD | +19.3% | -23.9% | +43.2% | +28.4% |
| 1Y | +37.9% | -9.6% | +47.5% | +39.9% |
| 3Y | +62.9% | -25.4% | +88.3% | +69.3% |
| 5Y | +99.6% | -41.2% | +140.8% | +124.5% |
| All | +303.0% | +41.2% | +261.8% | +223.3% |
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