+30.7%
MNST vs COO
-12.3%
+43.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.9% |
| 7D | +1.6% | +0.5% | +1.2% | +1.6% |
| 30D | +5.1% | +14.2% | -9.1% | +3.7% |
| 3M | -0.5% | -18.2% | +17.7% | +1.2% |
| 6M | +8.1% | +5.3% | +2.8% | +8.3% |
| YTD | +21.2% | -23.6% | +44.8% | +24.3% |
| 1Y | +30.7% | -12.7% | +43.4% | +33.2% |
| All | +30.7% | -12.3% | +43.0% | +33.2% |
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