+598,486.6%
MNST vs IP
+327.4%
+598,159.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.1% |
| 7D | +3.2% | -5.0% | +8.2% | +4.3% |
| 30D | +10.6% | +6.5% | +4.1% | +9.1% |
| 3M | +1.3% | -18.0% | +19.3% | +5.2% |
| 6M | +26.2% | +10.3% | +15.9% | +22.7% |
| YTD | +24.8% | -9.9% | +34.7% | +25.5% |
| 1Y | +40.9% | -1.1% | +42.0% | +39.0% |
| 3Y | +72.2% | +13.0% | +59.2% | +60.6% |
| 5Y | +108.8% | -12.3% | +121.1% | +103.4% |
| 10Y | +324.4% | +26.8% | +297.6% | +271.1% |
| All | +598,486.6% | +327.4% | +598,159.2% | +389,318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling