+310.3%
IVV vs MNST
+344.7%
-34.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.1% |
| 7D | +2.6% | +1.6% | +0.9% | +2.0% |
| 30D | -2.0% | +5.1% | -7.1% | -3.9% |
| 3M | -2.8% | -0.5% | -2.3% | -3.0% |
| 6M | +2.2% | +8.1% | -6.0% | -1.4% |
| YTD | +11.5% | +21.2% | -9.7% | +2.4% |
| 1Y | +13.5% | +30.7% | -17.2% | +1.1% |
| 3Y | +78.1% | +67.3% | +10.8% | +40.9% |
| 5Y | +73.1% | +101.9% | -28.8% | +24.0% |
| All | +310.3% | +344.7% | -34.4% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling