+63.5%
MNST vs ROP
-5.5%
+69.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -6.9% | -2.9% | -3.9% | -6.4% |
| 30D | +3.7% | +30.1% | -26.3% | -0.3% |
| 3M | -0.3% | +19.9% | -20.2% | -3.1% |
| 6M | +5.1% | +46.0% | -40.9% | -0.9% |
| YTD | +18.4% | +8.4% | +10.1% | +19.4% |
| 1Y | +26.3% | +8.8% | +17.5% | +27.0% |
| All | +63.5% | -5.5% | +69.0% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling