+313.1%
MNST vs ROP
+189.6%
+123.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.3% |
| 7D | -5.0% | -1.6% | -3.3% | -4.2% |
| 30D | +4.6% | +29.5% | -25.0% | -6.7% |
| 3M | +1.0% | +17.5% | -16.5% | -6.2% |
| 6M | +5.8% | +38.1% | -32.3% | -9.4% |
| YTD | +19.1% | +7.0% | +12.1% | +13.9% |
| 1Y | +30.9% | +6.5% | +24.4% | +25.3% |
| 3Y | +65.7% | -5.5% | +71.2% | +65.6% |
| 5Y | +99.0% | -0.4% | +99.3% | +91.1% |
| 10Y | +313.1% | +183.6% | +129.5% | +140.6% |
| All | +313.1% | +189.6% | +123.4% | +140.6% |
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