+70.4%
MNST vs IR
+25.6%
+44.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.6% |
| 7D | +3.2% | +2.3% | +0.9% | +3.0% |
| 30D | +10.6% | +3.3% | +7.3% | +10.2% |
| 3M | +1.3% | -9.0% | +10.3% | +2.0% |
| 6M | +26.2% | +8.0% | +18.2% | +25.2% |
| YTD | +24.8% | +3.4% | +21.4% | +24.2% |
| 1Y | +40.9% | +4.5% | +36.4% | +40.1% |
| All | +70.4% | +25.6% | +44.8% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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