+97.2%
MNST vs COO
-41.3%
+138.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -3.9% | +4.5% | -8.4% | -4.9% |
| 30D | +3.9% | +16.9% | -13.0% | +0.1% |
| 3M | -0.8% | -16.7% | +15.9% | +3.2% |
| 6M | +5.1% | +5.9% | -0.9% | +2.7% |
| YTD | +18.3% | -22.4% | +40.7% | +25.0% |
| 1Y | +29.5% | -10.1% | +39.6% | +31.3% |
| 3Y | +64.0% | -22.8% | +86.8% | +66.2% |
| 5Y | +97.2% | -41.4% | +138.6% | +129.1% |
| All | +97.2% | -41.3% | +138.4% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling