+84.2%
MNST vs ROP
-13.6%
+97.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.6% |
| 7D | -6.5% | -4.4% | -2.0% | -5.1% |
| 30D | -7.2% | +3.2% | -10.5% | -8.2% |
| 3M | -1.0% | +23.1% | -24.1% | -8.1% |
| 6M | +11.5% | +13.3% | -1.8% | +6.1% |
| YTD | +14.3% | -7.9% | +22.2% | +18.3% |
| 1Y | +38.1% | -22.1% | +60.2% | +54.4% |
| 3Y | +55.0% | -16.8% | +71.8% | +63.9% |
| All | +84.2% | -13.6% | +97.7% | +85.3% |
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