+63.5%
MNST vs COPX
+142.4%
-78.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | -6.9% | -1.5% | -5.3% | -6.8% |
| 30D | +3.7% | -14.0% | +17.7% | +4.8% |
| 3M | -0.3% | -17.1% | +16.8% | +0.9% |
| 6M | +5.1% | -15.9% | +21.0% | +5.9% |
| YTD | +18.4% | +2.6% | +15.8% | +17.1% |
| 1Y | +26.3% | +21.6% | +4.7% | +23.4% |
| All | +63.5% | +142.4% | -78.9% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling