+77.9%
MNST vs IFF
-35.9%
+113.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -3.6% | -3.0% | -0.5% | -2.9% |
| 30D | -6.3% | -0.9% | -5.4% | -6.1% |
| 3M | -5.0% | +11.8% | -16.8% | -7.8% |
| 6M | +13.1% | +16.5% | -3.4% | +8.3% |
| YTD | +11.8% | +26.5% | -14.8% | +4.7% |
| 1Y | +35.2% | +32.7% | +2.5% | +25.1% |
| 3Y | +52.0% | +32.0% | +20.0% | +37.6% |
| 5Y | +77.9% | -36.1% | +113.9% | +96.8% |
| All | +77.9% | -35.9% | +113.7% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling