+468,054.8%
MNST vs ROP
+29,884.4%
+438,170.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.8% |
| 7D | -3.4% | +2.1% | -5.6% | -3.8% |
| 30D | +6.6% | +32.9% | -26.3% | +0.3% |
| 3M | -2.9% | +20.0% | -22.9% | -6.7% |
| 6M | +18.4% | +36.4% | -18.0% | +10.2% |
| YTD | +19.3% | +7.8% | +11.4% | +16.2% |
| 1Y | +37.9% | +8.0% | +29.9% | +34.2% |
| 3Y | +62.9% | -3.5% | +66.4% | +61.7% |
| 5Y | +99.6% | +1.5% | +98.1% | +95.9% |
| 10Y | +305.7% | +198.5% | +107.2% | +223.9% |
| All | +468,054.8% | +29,884.4% | +438,170.5% | +565,841.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling