+251.2%
MNST vs IBKR
+1,011.6%
-760.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -1.0% | -1.3% | +0.4% | -0.7% |
| 30D | -5.6% | -0.2% | -5.4% | -5.8% |
| 3M | -5.7% | +3.0% | -8.6% | -6.8% |
| 6M | +12.0% | +33.9% | -21.9% | +4.4% |
| YTD | +13.2% | +42.5% | -29.3% | +3.6% |
| 1Y | +36.1% | +44.9% | -8.8% | +23.3% |
| 3Y | +52.9% | +293.0% | -240.1% | +3.7% |
| 5Y | +81.0% | +497.7% | -416.7% | +5.3% |
| All | +251.2% | +1,011.6% | -760.5% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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