+163.8%
JPM vs MNST
+55.2%
+108.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | +0.3% | -6.5% | +6.8% | +1.0% |
| 30D | -0.2% | -7.2% | +7.1% | +0.6% |
| 3M | +15.9% | -1.0% | +16.9% | +16.0% |
| 6M | +20.9% | +11.5% | +9.5% | +19.5% |
| YTD | +12.9% | +14.3% | -1.4% | +11.2% |
| 1Y | +20.3% | +38.1% | -17.8% | +15.4% |
| All | +163.8% | +55.2% | +108.7% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling