+354.7%
MNST vs COO
+41.1%
+313.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.7% |
| 7D | +1.6% | +0.5% | +1.2% | +1.5% |
| 30D | +5.1% | +14.2% | -9.1% | +0.9% |
| 3M | -0.5% | -18.2% | +17.7% | +5.3% |
| 6M | +8.1% | +5.3% | +2.8% | +5.2% |
| YTD | +21.2% | -23.6% | +44.8% | +30.2% |
| 1Y | +30.7% | -12.7% | +43.4% | +34.1% |
| 3Y | +67.3% | -24.2% | +91.5% | +72.8% |
| 5Y | +101.9% | -40.0% | +141.9% | +125.5% |
| All | +354.7% | +41.1% | +313.6% | +269.0% |
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