+248.7%
MNST vs COPX
+584.4%
-335.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +2.0% |
| 7D | -2.2% | -2.9% | +0.6% | -1.8% |
| 30D | -5.4% | 0.0% | -5.4% | -5.6% |
| 3M | -5.5% | +14.8% | -20.3% | -8.8% |
| 6M | +12.4% | +7.0% | +5.3% | +9.2% |
| YTD | +12.4% | +23.8% | -11.4% | +5.2% |
| 1Y | +37.2% | +75.7% | -38.5% | +18.0% |
| 3Y | +52.9% | +156.4% | -103.5% | +16.6% |
| 5Y | +79.7% | +167.6% | -87.9% | +31.5% |
| All | +248.7% | +584.4% | -335.7% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COPX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling