+261,779.3%
MNST vs IJR
+1,116.7%
+260,662.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.6% | +2.2% | -0.5% | +0.3% |
| 30D | +5.1% | +3.8% | +1.2% | +2.7% |
| 3M | -0.5% | -5.7% | +5.3% | +2.9% |
| 6M | +8.1% | +4.6% | +3.5% | +4.9% |
| YTD | +21.2% | +18.0% | +3.2% | +9.3% |
| 1Y | +30.7% | +21.8% | +8.9% | +15.5% |
| 3Y | +67.3% | +61.1% | +6.2% | +20.5% |
| 5Y | +101.9% | +27.3% | +74.5% | +66.0% |
| 10Y | +343.3% | +154.1% | +189.2% | +122.8% |
| All | +261,779.3% | +1,116.7% | +260,662.6% | +59,066.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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