+243,121.9%
MNST vs IJH
+1,068.3%
+242,053.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | -4.1% | +1.0% | -5.1% | -4.7% |
| 30D | -4.5% | -3.1% | -1.4% | -2.6% |
| 3M | -2.5% | +1.9% | -4.4% | -3.9% |
| 6M | +14.1% | +11.0% | +3.1% | +6.2% |
| YTD | +12.6% | +14.7% | -2.2% | +2.2% |
| 1Y | +36.9% | +15.6% | +21.4% | +23.3% |
| 3Y | +53.1% | +52.5% | +0.6% | +11.5% |
| 5Y | +78.2% | +49.1% | +29.2% | +30.2% |
| 10Y | +240.4% | +177.7% | +62.7% | +56.0% |
| All | +243,121.9% | +1,068.3% | +242,053.7% | +46,629.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling