+30.7%
MNST vs IRE
-97.6%
+128.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -14.4% | +16.3% | +1.9% |
| 7D | +1.6% | -31.8% | +33.5% | +1.4% |
| 30D | +5.1% | -71.8% | +76.8% | +5.0% |
| 3M | -0.5% | -88.9% | +88.4% | -0.2% |
| 6M | +8.1% | -95.4% | +103.5% | +9.4% |
| YTD | +21.2% | -94.2% | +115.4% | +20.6% |
| 1Y | +30.7% | -97.1% | +127.8% | +30.8% |
| All | +30.7% | -97.6% | +128.3% | +30.8% |
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