+2,603.8%
MNST vs COPX
+118.6%
+2,485.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.5% |
| 7D | +1.6% | -2.8% | +4.5% | +2.1% |
| 30D | +5.1% | -14.3% | +19.4% | +8.2% |
| 3M | -0.5% | -19.0% | +18.6% | +3.4% |
| 6M | +8.1% | -24.4% | +32.6% | +12.9% |
| YTD | +21.2% | -3.2% | +24.4% | +18.7% |
| 1Y | +30.7% | +15.2% | +15.6% | +22.9% |
| 3Y | +67.3% | +127.6% | -60.3% | +29.8% |
| 5Y | +101.9% | +106.0% | -4.1% | +56.5% |
| 10Y | +343.3% | +313.7% | +29.6% | +165.3% |
| All | +2,603.8% | +118.6% | +2,485.2% | +1,750.0% |
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 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