+101.3%
MNST vs IR
+44.3%
+57.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.7% |
| 7D | -3.4% | +3.7% | -7.1% | -4.1% |
| 30D | +6.6% | +7.4% | -0.8% | +5.0% |
| 3M | -2.9% | -5.9% | +3.0% | -1.9% |
| 6M | +18.4% | +5.6% | +12.9% | +16.6% |
| YTD | +19.3% | +4.8% | +14.4% | +16.9% |
| 1Y | +37.9% | +6.9% | +31.0% | +34.4% |
| 3Y | +62.9% | +27.6% | +35.3% | +42.4% |
| All | +101.3% | +44.3% | +57.0% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling