+469,894.5%
MNST vs IDXX
+54,849.3%
+415,045.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -3.6% | -4.4% | +0.9% | -2.9% |
| 30D | -6.3% | -13.5% | +7.2% | -4.2% |
| 3M | -5.0% | -11.0% | +6.1% | -3.4% |
| 6M | +13.1% | -15.6% | +28.8% | +15.7% |
| YTD | +11.8% | -23.9% | +35.6% | +15.9% |
| 1Y | +35.2% | -21.4% | +56.7% | +39.1% |
| 3Y | +52.0% | +10.6% | +41.4% | +46.1% |
| 5Y | +77.9% | -23.9% | +101.7% | +78.4% |
| 10Y | +248.4% | +368.4% | -120.0% | +173.5% |
| All | +469,894.5% | +54,849.3% | +415,045.2% | +282,781.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 all: compounded portfolio wealth divided by compounded IDXX 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…
all analysis · Full analysis span regression · 6 months rolling