+16.1%
JPM vs MNST
+45.8%
-29.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.9% |
| 7D | +3.8% | +6.8% | -3.0% | +3.4% |
| 30D | +6.5% | +12.0% | -5.6% | +5.8% |
| 3M | -1.0% | +3.5% | -4.5% | -1.4% |
| 6M | +15.5% | +29.7% | -14.1% | +15.1% |
| YTD | +11.4% | +27.2% | -15.8% | +11.8% |
| 1Y | +16.1% | +45.8% | -29.8% | +18.6% |
| All | +16.1% | +45.8% | -29.7% | +18.6% |
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