+99.8%
MNST vs IJH
+36.2%
+63.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.6% | +2.3% | -0.7% | +0.5% |
| 30D | +5.1% | +2.1% | +3.0% | +4.0% |
| 3M | -0.5% | -5.7% | +5.2% | +2.1% |
| 6M | +8.1% | +1.4% | +6.7% | +7.0% |
| YTD | +21.2% | +12.6% | +8.6% | +13.8% |
| 1Y | +30.7% | +16.1% | +14.6% | +20.8% |
| 3Y | +67.3% | +57.8% | +9.5% | +25.3% |
| All | +99.8% | +36.2% | +63.6% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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