+29.3%
MNST vs COO
-13.9%
+43.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -4.7% | -2.1% | -2.6% | -4.5% |
| 30D | +5.2% | +13.9% | -8.7% | +4.0% |
| 3M | -0.9% | -18.9% | +18.1% | +0.8% |
| 6M | +6.1% | +3.7% | +2.4% | +6.5% |
| YTD | +18.9% | -24.1% | +43.0% | +21.9% |
| 1Y | +29.3% | -14.2% | +43.5% | +31.8% |
| All | +29.3% | -13.9% | +43.2% | +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