+115.5%
IBM vs MNST
+80.0%
+35.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | -6.5% | +6.2% | +0.6% |
| 30D | +0.3% | -7.2% | +7.5% | +1.2% |
| 3M | -21.6% | -1.0% | -20.6% | -21.6% |
| 6M | -4.7% | +11.5% | -16.2% | -6.5% |
| YTD | -19.1% | +14.3% | -33.4% | -21.2% |
| 1Y | -2.5% | +38.1% | -40.6% | -8.8% |
| 3Y | +74.2% | +55.0% | +19.2% | +58.3% |
| All | +115.5% | +80.0% | +35.5% | +85.7% |
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