+65.7%
MNST vs IOT
+68.2%
-2.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.2% |
| 7D | -5.0% | +0.8% | -5.7% | -5.0% |
| 30D | +4.6% | +1.6% | +2.9% | +4.6% |
| 3M | +1.0% | +3.3% | -2.3% | +0.9% |
| 6M | +5.8% | +42.0% | -36.2% | +5.6% |
| YTD | +19.1% | +19.1% | -0.1% | +19.2% |
| 1Y | +30.9% | +8.8% | +22.1% | +31.3% |
| 3Y | +65.7% | +79.2% | -13.5% | +63.7% |
| All | +65.7% | +68.2% | -2.5% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling