+38.1%
MNST vs IP
-18.9%
+57.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -6.5% | -5.3% | -1.2% | -5.8% |
| 30D | -7.2% | -10.9% | +3.6% | -5.7% |
| 3M | -1.0% | +11.2% | -12.2% | -2.8% |
| 6M | +11.5% | -10.2% | +21.7% | +12.5% |
| YTD | +14.3% | -2.0% | +16.3% | +13.4% |
| 1Y | +38.1% | -19.1% | +57.2% | +42.7% |
| All | +38.1% | -18.9% | +57.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling