+303.0%
MNST vs ROP
+196.0%
+107.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.1% |
| 7D | -3.4% | +2.1% | -5.6% | -4.3% |
| 30D | +6.6% | +32.9% | -26.3% | -5.9% |
| 3M | -2.9% | +20.3% | -23.2% | -10.7% |
| 6M | +18.4% | +36.8% | -18.3% | +1.8% |
| YTD | +19.3% | +8.1% | +11.2% | +13.6% |
| 1Y | +37.9% | +8.3% | +29.6% | +31.1% |
| 3Y | +62.9% | -3.2% | +66.1% | +60.9% |
| 5Y | +99.6% | +1.7% | +97.9% | +89.8% |
| All | +303.0% | +196.0% | +107.0% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling