+144.6%
IBM vs MNST
+96.9%
+47.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.5% | -3.9% | +2.4% | -1.0% |
| 30D | +8.4% | +3.9% | +4.5% | +7.8% |
| 3M | +4.2% | -0.8% | +5.0% | +4.2% |
| 6M | +7.9% | +5.1% | +2.8% | +7.0% |
| YTD | -15.2% | +18.3% | -33.5% | -17.8% |
| 1Y | -18.7% | +29.5% | -48.2% | -22.6% |
| 3Y | +79.2% | +64.0% | +15.2% | +61.4% |
| All | +144.6% | +96.9% | +47.7% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling