+479.1%
JPM vs MNST
+305.0%
+174.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.2% | -3.9% | +5.1% | +2.6% |
| 30D | +2.7% | +3.9% | -1.2% | +1.3% |
| 3M | -4.5% | -0.8% | -3.6% | -4.4% |
| 6M | +14.3% | +5.1% | +9.2% | +11.9% |
| YTD | +8.2% | +18.3% | -10.1% | +0.9% |
| 1Y | +10.0% | +29.5% | -19.5% | -0.9% |
| 3Y | +149.0% | +64.0% | +84.9% | +101.0% |
| 5Y | +131.0% | +97.2% | +33.9% | +69.0% |
| 10Y | +479.1% | +328.4% | +150.6% | +256.1% |
| All | +479.1% | +305.0% | +174.1% | +256.1% |
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