+303.0%
MNST vs IBB
+156.3%
+146.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.1% |
| 7D | -3.4% | -1.8% | -1.6% | -2.8% |
| 30D | +6.6% | +5.1% | +1.6% | +4.2% |
| 3M | -2.9% | +10.7% | -13.6% | -7.7% |
| 6M | +18.4% | +22.9% | -4.4% | +7.2% |
| YTD | +19.3% | +26.7% | -7.4% | +6.1% |
| 1Y | +37.9% | +35.1% | +2.8% | +18.9% |
| 3Y | +62.9% | +80.2% | -17.3% | +20.2% |
| 5Y | +99.6% | +37.8% | +61.7% | +65.6% |
| All | +303.0% | +156.3% | +146.7% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling