+55.6%
MNST vs CORZ
+225.9%
-170.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.7% |
| 7D | -3.6% | +7.6% | -11.2% | -3.5% |
| 30D | -6.3% | -6.9% | +0.7% | -6.3% |
| 3M | -5.0% | -33.0% | +28.1% | -4.9% |
| 6M | +13.1% | +19.3% | -6.2% | +12.8% |
| YTD | +11.8% | +24.2% | -12.5% | +11.4% |
| 1Y | +35.2% | +24.5% | +10.7% | +34.6% |
| All | +55.6% | +225.9% | -170.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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