+15.0%
IWM vs MNST
+35.8%
-20.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.4% |
| 7D | -2.0% | -3.4% | +1.4% | -1.7% |
| 30D | -1.5% | +6.6% | -8.1% | -2.0% |
| 3M | -8.0% | -2.9% | -5.1% | -7.8% |
| 6M | -4.1% | +18.4% | -22.5% | -6.3% |
| YTD | +11.9% | +19.3% | -7.3% | +9.2% |
| 1Y | +15.0% | +37.9% | -22.9% | +12.2% |
| All | +15.0% | +35.8% | -20.8% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling