-18.8%
IBM vs MNST
+30.7%
-49.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -5.0% | +2.4% | -2.7% |
| 30D | +8.4% | +4.6% | +3.8% | +8.9% |
| 3M | +4.5% | +1.0% | +3.4% | +4.5% |
| 6M | +7.9% | +5.8% | +2.1% | +9.1% |
| YTD | -15.2% | +19.1% | -34.3% | -12.4% |
| All | -18.8% | +30.7% | -49.5% | -15.2% |
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