+69.0%
ISRG vs MNST
+72.2%
-3.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.4% |
| 7D | +4.4% | +3.2% | +1.2% | +3.8% |
| 30D | +15.8% | +10.6% | +5.2% | +13.6% |
| 3M | +24.9% | +1.3% | +23.6% | +24.5% |
| 6M | +3.8% | +26.2% | -22.4% | -0.7% |
| YTD | -17.3% | +24.8% | -42.0% | -20.8% |
| 1Y | -14.6% | +40.9% | -55.5% | -20.4% |
| All | +69.0% | +72.2% | -3.2% | +56.8% |
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 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