+64.0%
MNST vs ROL
+5.4%
+58.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -3.9% | +3.4% | -7.3% | -4.6% |
| 30D | +3.9% | +20.8% | -16.9% | -0.6% |
| 3M | -0.8% | +3.7% | -4.6% | -1.8% |
| 6M | +5.1% | -27.7% | +32.7% | +13.2% |
| YTD | +18.3% | -34.9% | +53.2% | +30.1% |
| 1Y | +29.5% | -33.3% | +62.8% | +41.4% |
| 3Y | +64.0% | +4.3% | +59.7% | +58.3% |
| All | +64.0% | +5.4% | +58.6% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling