+37.9%
MNST vs IP
-0.2%
+38.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.3% | -4.5% |
| 7D | -3.4% | -5.1% | +1.6% | -2.6% |
| 30D | +6.6% | +8.5% | -1.9% | +5.3% |
| 3M | -2.9% | -13.8% | +10.9% | -0.9% |
| 6M | +18.4% | +5.7% | +12.7% | +17.1% |
| YTD | +19.3% | -9.1% | +28.4% | +19.3% |
| 1Y | +37.9% | -0.8% | +38.7% | +34.4% |
| All | +37.9% | -0.2% | +38.1% | +34.4% |
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