+203,970.3%
MNST vs ILMN
+1,331.5%
+202,638.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.2% | +6.3% | -1.0% |
| 7D | +3.2% | -28.3% | +31.5% | +6.6% |
| 30D | +10.6% | -24.0% | +34.5% | +13.4% |
| 3M | +1.3% | +4.1% | -2.8% | 0.0% |
| 6M | +26.2% | +49.6% | -23.4% | +19.5% |
| YTD | +24.8% | +58.6% | -33.8% | +16.9% |
| 1Y | +40.9% | +69.9% | -28.9% | +31.0% |
| 3Y | +72.2% | +82.9% | -10.7% | +55.2% |
| 5Y | +108.8% | -47.6% | +156.4% | +112.1% |
| 10Y | +324.4% | +58.8% | +265.6% | +279.7% |
| All | +203,970.3% | +1,331.5% | +202,638.9% | +137,944.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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