+150.1%
IBM vs MNST
+101.2%
+49.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.7% |
| 7D | +1.6% | +1.6% | -0.1% | +1.3% |
| 30D | +9.2% | +5.1% | +4.1% | +8.4% |
| 3M | +4.9% | -0.5% | +5.4% | +4.9% |
| 6M | +16.8% | +8.1% | +8.6% | +15.2% |
| YTD | -14.3% | +21.2% | -35.5% | -17.2% |
| 1Y | -16.7% | +30.7% | -47.4% | -20.7% |
| 3Y | +82.2% | +67.3% | +14.9% | +63.7% |
| All | +150.1% | +101.2% | +49.0% | +109.3% |
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 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