+5.1%
MNST vs COPX
-15.1%
+20.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.2% |
| 7D | -6.9% | -1.5% | -5.3% | -6.9% |
| 30D | +3.7% | -14.0% | +17.7% | +3.1% |
| 3M | -0.3% | -17.1% | +16.8% | -0.9% |
| 6M | +5.1% | -15.9% | +21.0% | +4.1% |
| All | +5.1% | -15.1% | +20.2% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling