+313.1%
MNST vs COR
+534.3%
-221.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.8% | -1.3% |
| 7D | -5.0% | +2.3% | -7.3% | -5.6% |
| 30D | +4.6% | +6.8% | -2.2% | +2.6% |
| 3M | +1.0% | +8.1% | -7.1% | -1.5% |
| 6M | +5.8% | +33.0% | -27.2% | -3.3% |
| YTD | +19.1% | +3.0% | +16.1% | +16.3% |
| 1Y | +30.9% | -3.4% | +34.3% | +30.4% |
| 3Y | +65.7% | +80.1% | -14.4% | +33.3% |
| 5Y | +99.0% | +194.7% | -95.8% | +35.8% |
| 10Y | +313.1% | +512.3% | -199.2% | +139.1% |
| All | +313.1% | +534.3% | -221.3% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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