+246.6%
MNST vs COPX
+635.9%
-389.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | -3.6% | +6.0% | -9.5% | -4.7% |
| 30D | -6.3% | +6.4% | -12.7% | -7.6% |
| 3M | -5.0% | +19.3% | -24.2% | -8.9% |
| 6M | +13.1% | +16.2% | -3.1% | +8.2% |
| YTD | +11.8% | +33.2% | -21.4% | +3.1% |
| 1Y | +35.2% | +90.2% | -55.0% | +14.6% |
| 3Y | +52.0% | +175.7% | -123.7% | +14.4% |
| 5Y | +77.9% | +193.1% | -115.3% | +27.7% |
| All | +246.6% | +635.9% | -389.2% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling