+26.1%
MNST vs IRE
-97.7%
+123.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.8% | +15.2% | -0.7% |
| 7D | -3.9% | -41.9% | +38.0% | -3.9% |
| 30D | +3.9% | -75.1% | +79.0% | +4.0% |
| 3M | -0.8% | -82.4% | +81.6% | -0.7% |
| 6M | +5.1% | -95.5% | +100.6% | +6.9% |
| YTD | +18.3% | -93.1% | +111.3% | +17.9% |
| All | +26.1% | -97.7% | +123.8% | +27.3% |
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