+101.3%
MNST vs ROK
+19.3%
+82.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.2% |
| 7D | -3.4% | -13.8% | +10.4% | -0.9% |
| 30D | +6.6% | -14.9% | +21.6% | +9.6% |
| 3M | -2.9% | -14.7% | +11.8% | -0.4% |
| 6M | +18.4% | -17.7% | +36.1% | +22.0% |
| YTD | +19.3% | -2.5% | +21.7% | +18.0% |
| 1Y | +37.9% | +2.3% | +35.6% | +34.9% |
| 3Y | +62.9% | +52.7% | +10.1% | +39.2% |
| All | +101.3% | +19.3% | +82.0% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling