+52.9%
MNST vs IBKR
+291.8%
-239.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | -1.0% | -1.3% | +0.4% | -0.9% |
| 30D | -5.6% | -0.2% | -5.4% | -5.6% |
| 3M | -5.7% | +3.0% | -8.6% | -5.9% |
| 6M | +12.0% | +33.9% | -21.9% | +10.2% |
| YTD | +13.2% | +42.5% | -29.3% | +11.1% |
| 1Y | +36.1% | +44.9% | -8.8% | +33.0% |
| 3Y | +52.9% | +293.0% | -240.1% | +45.1% |
| All | +52.9% | +291.8% | -239.0% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling