+11,186.3%
JPM vs MNST
+548,301.9%
-537,115.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | +0.3% | -6.5% | +6.8% | +0.7% |
| 30D | -0.2% | -7.2% | +7.1% | +0.3% |
| 3M | +15.9% | -1.0% | +16.9% | +15.9% |
| 6M | +20.9% | +11.5% | +9.5% | +20.0% |
| YTD | +12.9% | +14.3% | -1.4% | +11.8% |
| 1Y | +20.3% | +38.1% | -17.8% | +17.7% |
| 3Y | +160.9% | +55.0% | +106.0% | +152.9% |
| 5Y | +154.8% | +79.6% | +75.2% | +144.4% |
| 10Y | +591.1% | +241.8% | +349.3% | +538.4% |
| All | +11,186.3% | +548,301.9% | -537,115.6% | +7,336.5% |
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 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