+333.2%
MNST vs IBB
+133.2%
+200.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -6.9% | -1.4% | -5.5% | -6.4% |
| 30D | +3.7% | +6.8% | -3.0% | +0.6% |
| 3M | -0.3% | +9.2% | -9.5% | -4.7% |
| 6M | +5.1% | +28.3% | -23.3% | -7.1% |
| YTD | +18.4% | +29.4% | -10.9% | +4.0% |
| 1Y | +26.3% | +33.2% | -6.9% | +9.2% |
| 3Y | +64.3% | +90.2% | -25.9% | +16.9% |
| 5Y | +96.8% | +44.0% | +52.8% | +59.1% |
| 10Y | +333.2% | +133.1% | +200.1% | +176.4% |
| All | +333.2% | +133.2% | +200.0% | +176.4% |
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