+10,760.3%
JPM vs MNST
+568,075.4%
-557,315.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -6.9% | +4.4% | -2.1% |
| 30D | +2.7% | +3.7% | -1.0% | +2.5% |
| 3M | -4.7% | -0.3% | -4.4% | -4.7% |
| 6M | +15.6% | +5.1% | +10.5% | +15.1% |
| YTD | +8.6% | +18.4% | -9.8% | +7.3% |
| 1Y | +10.9% | +26.3% | -15.4% | +9.1% |
| 3Y | +149.9% | +64.3% | +85.7% | +141.3% |
| 5Y | +131.9% | +96.8% | +35.1% | +121.3% |
| 10Y | +481.0% | +333.2% | +147.8% | +430.4% |
| All | +10,760.3% | +568,075.4% | -557,315.2% | +7,039.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling