+101.3%
MNST vs ROP
+1.1%
+100.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.5% |
| 7D | -3.4% | +2.1% | -5.6% | -4.0% |
| 30D | +6.6% | +32.9% | -26.3% | -2.7% |
| 3M | -2.9% | +20.0% | -22.9% | -8.6% |
| 6M | +18.4% | +36.4% | -18.0% | +6.2% |
| YTD | +19.3% | +7.8% | +11.4% | +17.3% |
| 1Y | +37.9% | +8.0% | +29.9% | +35.4% |
| 3Y | +62.9% | -3.5% | +66.4% | +64.5% |
| All | +101.3% | +1.1% | +100.2% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling