+188,677.4%
MNST vs IAG
+337.4%
+188,340.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.2% | -11.6% | -4.8% |
| 7D | -3.4% | +21.4% | -24.8% | -4.5% |
| 30D | +6.6% | +4.0% | +2.6% | +6.3% |
| 3M | -2.9% | +17.0% | -19.9% | -4.0% |
| 6M | +18.4% | +1.4% | +17.0% | +17.7% |
| YTD | +19.3% | +13.8% | +5.5% | +17.2% |
| 1Y | +37.9% | +55.8% | -17.9% | +33.1% |
| 3Y | +62.9% | +647.4% | -584.5% | +41.0% |
| 5Y | +99.6% | +519.1% | -419.6% | +70.6% |
| 10Y | +305.7% | +345.6% | -39.9% | +239.3% |
| All | +188,677.4% | +337.4% | +188,340.0% | +167,865.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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