-20.2%
IBM vs MNST
+26.9%
-47.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -0.3% | -4.7% | +4.4% | -0.5% |
| 30D | +6.8% | +5.2% | +1.5% | +7.3% |
| 3M | +4.4% | -0.9% | +5.3% | +4.2% |
| 6M | +13.2% | +6.1% | +7.1% | +14.6% |
| YTD | -15.1% | +18.9% | -34.0% | -11.7% |
| 1Y | -20.2% | +29.3% | -49.5% | -15.3% |
| All | -20.2% | +26.9% | -47.1% | -15.3% |
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 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