+101.3%
MNST vs ROL
+13.1%
+88.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.8% |
| 7D | -3.4% | +9.5% | -12.9% | -6.0% |
| 30D | +6.6% | +22.9% | -16.3% | +0.2% |
| 3M | -2.9% | +3.5% | -6.4% | -4.1% |
| 6M | +18.4% | -29.4% | +47.8% | +31.0% |
| YTD | +19.3% | -36.1% | +55.3% | +35.5% |
| 1Y | +37.9% | -34.4% | +72.3% | +55.2% |
| 3Y | +62.9% | +4.0% | +58.9% | +54.1% |
| All | +101.3% | +13.1% | +88.2% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling