+138.2%
IBM vs MNST
+100.5%
+37.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.2% |
| 7D | -5.0% | -3.4% | -1.5% | -4.5% |
| 30D | +11.1% | +6.6% | +4.5% | +10.1% |
| 3M | +5.7% | -2.9% | +8.6% | +6.0% |
| 6M | +10.1% | +18.4% | -8.3% | +7.2% |
| YTD | -15.6% | +19.3% | -34.9% | -18.3% |
| 1Y | -19.5% | +37.9% | -57.4% | -24.3% |
| 3Y | +80.4% | +62.9% | +17.5% | +63.0% |
| All | +138.2% | +100.5% | +37.7% | +98.1% |
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