-2.5%
IBM vs MNST
+37.8%
-40.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | 0.0% |
| 7D | -0.3% | -6.5% | +6.2% | -1.2% |
| 30D | +0.3% | -7.2% | +7.5% | -0.7% |
| 3M | -21.6% | -1.0% | -20.6% | -21.4% |
| 6M | -4.7% | +11.5% | -16.2% | -2.7% |
| YTD | -19.1% | +14.3% | -33.4% | -16.4% |
| 1Y | -2.5% | +38.1% | -40.6% | +8.0% |
| All | -2.5% | +37.8% | -40.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 1y: compounded portfolio wealth divided by compounded MNST 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…
1y analysis · Full analysis span regression · 6 months rolling