+10,478.8%
JPM vs MNST
+572,080.2%
-561,601.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.6% |
| 7D | -0.8% | -3.4% | +2.7% | -0.5% |
| 30D | +1.5% | +6.6% | -5.1% | +1.1% |
| 3M | -5.7% | -2.9% | -2.8% | -5.5% |
| 6M | +7.2% | +18.4% | -11.2% | +6.0% |
| YTD | +5.8% | +19.3% | -13.5% | +4.5% |
| 1Y | +8.8% | +37.9% | -29.1% | +6.5% |
| 3Y | +147.4% | +62.9% | +84.5% | +139.1% |
| 5Y | +125.3% | +99.6% | +25.7% | +114.8% |
| 10Y | +540.5% | +305.7% | +234.8% | +486.4% |
| All | +10,478.8% | +572,080.2% | -561,601.4% | +6,851.2% |
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