+261,779.3%
MNST vs IJH
+1,047.0%
+260,732.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.6% | +2.3% | -0.7% | +0.1% |
| 30D | +5.1% | +2.1% | +3.0% | +3.5% |
| 3M | -0.5% | -5.7% | +5.2% | +3.1% |
| 6M | +8.1% | +1.4% | +6.7% | +6.6% |
| YTD | +21.2% | +12.6% | +8.6% | +11.2% |
| 1Y | +30.7% | +16.1% | +14.6% | +17.4% |
| 3Y | +67.3% | +57.8% | +9.5% | +18.7% |
| 5Y | +101.9% | +36.8% | +65.1% | +56.2% |
| 10Y | +343.3% | +173.7% | +169.6% | +104.8% |
| All | +261,779.3% | +1,047.0% | +260,732.3% | +50,726.6% |
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