+30.3%
MNST vs COO
-8.8%
+39.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.5% |
| 7D | -5.0% | +4.3% | -9.2% | -5.4% |
| 30D | +4.6% | +17.6% | -13.0% | +2.9% |
| 3M | +1.0% | -13.9% | +14.9% | +2.2% |
| 6M | +5.8% | +6.6% | -0.8% | +5.8% |
| YTD | +19.1% | -22.0% | +41.1% | +21.8% |
| All | +30.3% | -8.8% | +39.1% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling