+548,301.9%
MNST vs IFF
+856.0%
+547,445.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.5% | -1.8% | -4.7% | -6.0% |
| 30D | -7.2% | -2.0% | -5.3% | -6.8% |
| 3M | -1.0% | +18.5% | -19.6% | -5.9% |
| 6M | +11.5% | +11.7% | -0.2% | +7.1% |
| YTD | +14.3% | +29.6% | -15.3% | +5.2% |
| 1Y | +38.1% | +35.0% | +3.2% | +25.4% |
| 3Y | +55.0% | +32.3% | +22.7% | +38.9% |
| 5Y | +79.6% | -34.6% | +114.2% | +91.1% |
| 10Y | +241.8% | -20.6% | +262.4% | +231.9% |
| All | +548,301.9% | +856.0% | +547,445.9% | +446,412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling