-18.7%
IBM vs MNST
+29.3%
-48.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.7% | -6.9% | +5.1% | -2.0% |
| 30D | +10.1% | +3.7% | +6.3% | +10.6% |
| 3M | +4.8% | -0.3% | +5.1% | +4.7% |
| 6M | +12.6% | +5.1% | +7.5% | +13.9% |
| YTD | -13.9% | +18.4% | -32.3% | -10.5% |
| 1Y | -18.7% | +26.3% | -45.0% | -14.0% |
| All | -18.7% | +29.3% | -48.0% | -14.0% |
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