+548,301.9%
MNST vs ROK
+15,847.2%
+532,454.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -7.2% | -3.3% | -3.9% | -6.6% |
| 3M | -1.0% | -5.9% | +4.8% | 0.0% |
| 6M | +11.5% | +13.9% | -2.4% | +7.5% |
| YTD | +14.3% | +12.6% | +1.7% | +10.2% |
| 1Y | +38.1% | +28.6% | +9.5% | +28.7% |
| 3Y | +55.0% | +45.1% | +9.9% | +36.8% |
| 5Y | +79.6% | +45.6% | +34.1% | +56.1% |
| 10Y | +241.8% | +345.0% | -103.2% | +124.8% |
| All | +548,301.9% | +15,847.2% | +532,454.7% | +177,630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling