+10.9%
JPM vs MNST
+29.3%
-18.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -6.9% | +4.4% | -1.8% |
| 30D | +2.7% | +3.7% | -1.0% | +2.7% |
| 3M | -4.7% | -0.3% | -4.4% | -4.5% |
| 6M | +15.6% | +5.1% | +10.5% | +15.9% |
| YTD | +8.6% | +18.4% | -9.8% | +10.6% |
| 1Y | +10.9% | +26.3% | -15.4% | +14.5% |
| All | +10.9% | +29.3% | -18.4% | +14.5% |
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