+147.3%
IBM vs MNST
+344.7%
-197.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.5% |
| 7D | +1.6% | +1.6% | -0.1% | +1.1% |
| 30D | +9.2% | +5.1% | +4.1% | +7.6% |
| 3M | +4.9% | -0.5% | +5.4% | +4.9% |
| 6M | +16.8% | +8.1% | +8.6% | +13.7% |
| YTD | -14.3% | +21.2% | -35.5% | -20.0% |
| 1Y | -16.7% | +30.7% | -47.4% | -24.1% |
| 3Y | +82.2% | +67.3% | +14.9% | +50.5% |
| 5Y | +149.9% | +101.9% | +48.1% | +88.6% |
| All | +147.3% | +344.7% | -197.4% | +50.4% |
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