+18.4%
MNST vs IBN
+27.5%
-9.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.6% | -5.0% |
| 7D | -3.4% | +15.1% | -18.5% | -6.4% |
| 30D | +6.6% | +21.6% | -15.0% | +2.2% |
| 3M | -2.9% | +11.2% | -14.1% | -5.5% |
| 6M | +18.4% | +27.8% | -9.3% | +14.0% |
| All | +18.4% | +27.5% | -9.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 6mo: compounded portfolio wealth divided by compounded IBN 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…
6mo analysis · Full analysis span regression · 6 months rolling