+37.9%
MNST vs ROL
-35.3%
+73.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.0% |
| 7D | -3.4% | +9.5% | -12.9% | -4.9% |
| 30D | +6.6% | +22.9% | -16.3% | +3.1% |
| 3M | -2.9% | +3.5% | -6.4% | -3.6% |
| 6M | +18.4% | -29.4% | +47.8% | +24.3% |
| YTD | +19.3% | -36.1% | +55.3% | +25.0% |
| 1Y | +37.9% | -34.4% | +72.3% | +44.5% |
| All | +37.9% | -35.3% | +73.2% | +44.5% |
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