+169.2%
IWM vs MNST
+242.3%
-73.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.1% | -6.5% | +6.6% | +2.6% |
| 30D | -1.3% | -7.2% | +6.0% | +1.3% |
| 3M | +1.6% | -1.0% | +2.6% | +1.5% |
| 6M | +13.6% | +11.5% | +2.1% | +7.9% |
| YTD | +20.8% | +14.3% | +6.4% | +13.3% |
| 1Y | +26.4% | +38.1% | -11.7% | +9.5% |
| 3Y | +60.7% | +55.0% | +5.7% | +30.4% |
| 5Y | +38.2% | +79.6% | -41.4% | +3.3% |
| All | +169.2% | +242.3% | -73.1% | +74.9% |
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