+35.2%
MNST vs ROK
+25.5%
+9.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | -6.3% | -1.8% | -4.5% | -6.2% |
| 3M | -5.0% | -7.2% | +2.2% | -4.7% |
| 6M | +13.1% | +14.2% | -1.0% | +12.3% |
| YTD | +11.8% | +10.6% | +1.2% | +11.2% |
| 1Y | +35.2% | +25.9% | +9.3% | +40.1% |
| All | +35.2% | +25.5% | +9.8% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling