+149.9%
IBM vs MNST
+316.3%
-166.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -2.5% | -5.0% | +2.4% | -1.2% |
| 30D | +8.4% | +4.6% | +3.8% | +6.9% |
| 3M | +4.5% | +1.0% | +3.4% | +4.0% |
| 6M | +7.9% | +5.8% | +2.1% | +5.7% |
| YTD | -15.2% | +19.1% | -34.3% | -20.4% |
| 1Y | -17.6% | +30.9% | -48.5% | -25.0% |
| 3Y | +82.1% | +65.7% | +16.3% | +51.0% |
| 5Y | +143.3% | +99.0% | +44.4% | +84.8% |
| 10Y | +149.9% | +313.1% | -163.1% | +57.3% |
| All | +149.9% | +316.3% | -166.4% | +57.3% |
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