+733.6%
IWM vs MNST
+269,501.5%
-268,767.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.3% |
| 7D | -4.6% | +3.2% | -7.8% | -5.1% |
| 30D | -3.7% | +10.6% | -14.3% | -5.4% |
| 3M | -9.4% | +1.3% | -10.6% | -9.7% |
| 6M | -3.6% | +26.2% | -29.8% | -7.8% |
| YTD | +10.8% | +24.8% | -13.9% | +6.1% |
| 1Y | +11.9% | +40.9% | -29.1% | +4.8% |
| 3Y | +60.6% | +72.2% | -11.6% | +44.1% |
| 5Y | +19.2% | +108.8% | -89.6% | +3.2% |
| 10Y | +165.3% | +324.4% | -159.1% | +104.3% |
| All | +733.6% | +269,501.5% | -268,767.9% | +275.2% |
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 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