+80.4%
IBM vs MNST
+64.6%
+15.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.6% |
| 7D | -5.0% | -3.4% | -1.5% | -4.8% |
| 30D | +11.1% | +6.6% | +4.5% | +10.9% |
| 3M | +5.7% | -2.9% | +8.6% | +5.7% |
| 6M | +10.1% | +18.4% | -8.3% | +9.4% |
| YTD | -15.6% | +19.3% | -34.9% | -16.4% |
| 1Y | -19.5% | +37.9% | -57.4% | -21.5% |
| 3Y | +80.4% | +62.9% | +17.5% | +74.5% |
| All | +80.4% | +64.6% | +15.8% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling