+585,181.1%
MNST vs COR
+17,545.2%
+567,635.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -6.5% | +2.8% | -9.3% | -6.9% |
| 30D | -7.2% | +4.5% | -11.8% | -7.9% |
| 3M | -1.0% | +22.7% | -23.7% | -4.2% |
| 6M | +11.5% | -9.7% | +21.2% | +12.7% |
| YTD | +14.3% | -1.4% | +15.7% | +13.8% |
| 1Y | +38.1% | +13.9% | +24.2% | +34.2% |
| 3Y | +55.0% | +94.0% | -39.0% | +38.2% |
| 5Y | +79.6% | +184.0% | -104.4% | +51.0% |
| 10Y | +241.8% | +406.8% | -165.0% | +160.2% |
| All | +585,181.1% | +17,545.2% | +567,635.9% | +400,213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling