+155.3%
JPM vs MNST
+80.0%
+75.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +0.3% | -6.5% | +6.8% | +1.8% |
| 30D | -0.2% | -7.2% | +7.1% | +1.5% |
| 3M | +15.9% | -1.0% | +16.9% | +16.0% |
| 6M | +20.9% | +11.5% | +9.5% | +17.3% |
| YTD | +12.9% | +14.3% | -1.4% | +8.6% |
| 1Y | +20.3% | +38.1% | -17.8% | +9.4% |
| 3Y | +160.9% | +55.0% | +106.0% | +128.0% |
| All | +155.3% | +80.0% | +75.2% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling