+37.9%
MNST vs IRE
-98.3%
+136.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +39.6% | -44.0% | -4.1% |
| 7D | -3.4% | -27.2% | +23.8% | -3.3% |
| 30D | +6.6% | -75.1% | +81.7% | +6.7% |
| 3M | -2.9% | -77.9% | +75.0% | -2.9% |
| 6M | +18.4% | -94.6% | +113.0% | +20.0% |
| YTD | +19.3% | -91.5% | +110.8% | +19.8% |
| 1Y | +37.9% | -97.8% | +135.7% | +38.7% |
| All | +37.9% | -98.3% | +136.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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