+30.7%
MNST vs ROL
-31.8%
+62.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.5% |
| 7D | +1.6% | +3.0% | -1.4% | +1.1% |
| 30D | +5.1% | +19.8% | -14.7% | +1.9% |
| 3M | -0.5% | +7.9% | -8.4% | -1.9% |
| 6M | +8.1% | -25.6% | +33.8% | +12.6% |
| YTD | +21.2% | -34.1% | +55.3% | +26.0% |
| 1Y | +30.7% | -31.4% | +62.1% | +34.9% |
| All | +30.7% | -31.8% | +62.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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