+313.1%
MNST vs ROK
+277.6%
+35.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.2% |
| 7D | -5.0% | -11.5% | +6.6% | -2.1% |
| 30D | +4.6% | -10.0% | +14.6% | +7.1% |
| 3M | +1.0% | -11.4% | +12.5% | +3.8% |
| 6M | +5.8% | -13.7% | +19.5% | +8.9% |
| YTD | +19.1% | +1.0% | +18.0% | +16.3% |
| 1Y | +30.9% | +5.6% | +25.3% | +26.0% |
| 3Y | +65.7% | +59.1% | +6.6% | +34.5% |
| 5Y | +99.0% | +26.1% | +72.8% | +71.1% |
| 10Y | +313.1% | +266.4% | +46.6% | +174.0% |
| All | +313.1% | +277.6% | +35.4% | +174.0% |
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