+354.7%
MNST vs ROK
+264.0%
+90.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +1.6% | +7.1% | -5.5% | -0.3% |
| 30D | +5.1% | -5.0% | +10.0% | +6.0% |
| 3M | -0.5% | -9.4% | +8.9% | +1.6% |
| 6M | +8.1% | -11.0% | +19.1% | +10.4% |
| YTD | +21.2% | +4.4% | +16.8% | +17.3% |
| 1Y | +30.7% | +7.4% | +23.3% | +25.3% |
| 3Y | +67.3% | +61.0% | +6.3% | +35.4% |
| 5Y | +101.9% | +30.4% | +71.5% | +71.9% |
| All | +354.7% | +264.0% | +90.7% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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