+143.6%
IBM vs MNST
+328.4%
-184.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.7% | -6.9% | +5.1% | +0.2% |
| 30D | +10.1% | +3.7% | +6.3% | +8.9% |
| 3M | +4.8% | -0.3% | +5.1% | +4.7% |
| 6M | +12.6% | +5.1% | +7.5% | +10.5% |
| YTD | -13.9% | +18.4% | -32.3% | -19.1% |
| 1Y | -18.7% | +26.3% | -45.0% | -25.2% |
| 3Y | +81.9% | +64.3% | +17.7% | +50.9% |
| 5Y | +148.3% | +96.8% | +51.5% | +88.7% |
| 10Y | +143.6% | +333.2% | -189.6% | +48.9% |
| All | +143.6% | +328.4% | -184.8% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling