+307.4%
IVV vs MNST
+305.0%
+2.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.6% | -3.9% | +3.3% | +0.8% |
| 30D | -3.7% | +3.9% | -7.6% | -5.1% |
| 3M | -2.7% | -0.8% | -1.9% | -2.8% |
| 6M | +2.2% | +5.1% | -2.8% | -0.3% |
| YTD | +10.9% | +18.3% | -7.4% | +2.7% |
| 1Y | +11.3% | +29.5% | -18.2% | -0.6% |
| 3Y | +76.9% | +64.0% | +12.8% | +40.9% |
| 5Y | +73.5% | +97.2% | -23.7% | +25.3% |
| 10Y | +307.4% | +328.4% | -21.1% | +139.0% |
| All | +307.4% | +305.0% | +2.4% | +139.0% |
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