+2,450.1%
MNST vs COPX
+186.2%
+2,263.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -6.5% | -4.0% | -2.5% | -5.7% |
| 30D | -7.2% | +4.5% | -11.8% | -8.2% |
| 3M | -1.0% | +0.8% | -1.8% | -2.0% |
| 6M | +11.5% | +3.2% | +8.3% | +9.2% |
| YTD | +14.3% | +26.7% | -12.4% | +6.3% |
| 1Y | +38.1% | +85.7% | -47.6% | +17.1% |
| 3Y | +55.0% | +151.2% | -96.2% | +19.0% |
| 5Y | +79.6% | +170.0% | -90.4% | +31.8% |
| 10Y | +241.8% | +572.9% | -331.1% | +84.3% |
| All | +2,450.1% | +186.2% | +2,263.9% | +1,557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling