+101.3%
MNST vs COO
-41.6%
+142.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.0% |
| 7D | -3.4% | +4.7% | -8.1% | -4.4% |
| 30D | +6.6% | +13.9% | -7.3% | +3.4% |
| 3M | -2.9% | -14.9% | +12.1% | +0.5% |
| 6M | +18.4% | +2.0% | +16.4% | +16.8% |
| YTD | +19.3% | -23.9% | +43.2% | +26.6% |
| 1Y | +37.9% | -9.6% | +47.5% | +39.5% |
| 3Y | +62.9% | -25.4% | +88.3% | +66.9% |
| All | +101.3% | -41.6% | +142.9% | +134.8% |
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 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