+585.7%
JPM vs MNST
+251.4%
+334.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.3% | -2.2% | -0.1% | -1.6% |
| 30D | -2.3% | -5.4% | +3.0% | -0.6% |
| 3M | +14.9% | -5.5% | +20.4% | +16.8% |
| 6M | +23.6% | +12.4% | +11.3% | +17.9% |
| YTD | +11.3% | +12.4% | -1.1% | +5.8% |
| 1Y | +19.9% | +37.2% | -17.3% | +5.6% |
| 3Y | +162.6% | +52.9% | +109.7% | +118.1% |
| 5Y | +154.6% | +79.7% | +74.9% | +94.2% |
| All | +585.7% | +251.4% | +334.3% | +344.2% |
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 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