+572,080.2%
MNST vs ROK
+13,716.9%
+558,363.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.1% |
| 7D | -3.4% | -13.8% | +10.4% | -0.3% |
| 30D | +6.6% | -14.9% | +21.6% | +10.2% |
| 3M | -2.9% | -14.7% | +11.8% | +0.2% |
| 6M | +18.4% | -17.7% | +36.1% | +22.8% |
| YTD | +19.3% | -2.5% | +21.7% | +18.3% |
| 1Y | +37.9% | +2.3% | +35.6% | +35.1% |
| 3Y | +62.9% | +52.7% | +10.1% | +41.4% |
| 5Y | +99.6% | +20.5% | +79.0% | +80.5% |
| 10Y | +305.7% | +284.0% | +21.7% | +175.1% |
| All | +572,080.2% | +13,716.9% | +558,363.3% | +190,709.6% |
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 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