+741.9%
IWM vs MNST
+257,608.1%
-256,866.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.8% |
| 7D | -2.0% | -3.4% | +1.4% | -1.5% |
| 30D | -1.5% | +6.6% | -8.1% | -2.6% |
| 3M | -8.0% | -2.9% | -5.1% | -7.7% |
| 6M | -4.1% | +18.4% | -22.5% | -7.3% |
| YTD | +11.9% | +19.3% | -7.3% | +7.9% |
| 1Y | +15.0% | +37.9% | -22.9% | +8.1% |
| 3Y | +64.2% | +62.9% | +1.3% | +48.7% |
| 5Y | +20.4% | +99.6% | -79.2% | +5.0% |
| 10Y | +168.0% | +305.7% | -137.7% | +107.9% |
| All | +741.9% | +257,608.1% | -256,866.2% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling