+521.1%
JPM vs MNST
+301.8%
+219.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.6% |
| 7D | -0.8% | -3.4% | +2.7% | +0.4% |
| 30D | +1.5% | +6.6% | -5.1% | -0.7% |
| 3M | -5.7% | -2.9% | -2.8% | -5.0% |
| 6M | +7.2% | +18.4% | -11.2% | +0.4% |
| YTD | +5.8% | +19.3% | -13.5% | -1.5% |
| 1Y | +8.8% | +37.9% | -29.1% | -4.1% |
| 3Y | +147.4% | +62.9% | +84.5% | +101.3% |
| 5Y | +125.3% | +99.6% | +25.7% | +65.1% |
| All | +521.1% | +301.8% | +219.3% | +284.4% |
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