+144.3%
IWM vs MNST
+336.2%
-191.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +2.8% | -4.7% | +7.5% | +4.5% |
| 30D | +0.6% | +5.2% | -4.6% | -1.4% |
| 3M | -7.8% | -0.9% | -6.9% | -7.8% |
| 6M | -1.0% | +6.1% | -7.1% | -3.9% |
| YTD | +13.9% | +18.9% | -5.0% | +5.0% |
| 1Y | +15.4% | +29.3% | -13.9% | +2.8% |
| 3Y | +70.2% | +64.9% | +5.4% | +34.4% |
| 5Y | +23.7% | +98.0% | -74.3% | -11.6% |
| All | +144.3% | +336.2% | -191.8% | +43.7% |
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