+100.2%
MNST vs IOT
+69.6%
+30.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.4% |
| 7D | -5.0% | +0.8% | -5.7% | -5.0% |
| 30D | +4.6% | +1.6% | +2.9% | +4.4% |
| 3M | +1.0% | +3.3% | -2.3% | +0.7% |
| 6M | +5.8% | +42.0% | -36.2% | +3.2% |
| YTD | +19.1% | +19.1% | -0.1% | +16.9% |
| 1Y | +30.9% | +8.8% | +22.1% | +29.2% |
| 3Y | +65.7% | +79.2% | -13.5% | +52.0% |
| All | +100.2% | +69.6% | +30.6% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling