+38.8%
MNST vs IRE
-98.0%
+136.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -33.9% | +32.1% | -2.0% |
| 7D | +3.2% | -57.1% | +60.3% | +3.1% |
| 30D | +10.6% | -84.4% | +95.0% | +10.7% |
| 3M | +1.3% | -85.0% | +86.2% | +1.3% |
| 6M | +26.2% | -95.2% | +121.4% | +27.4% |
| YTD | +24.8% | -93.9% | +118.7% | +24.5% |
| 1Y | +40.9% | -98.8% | +139.8% | +41.3% |
| All | +38.8% | -98.0% | +136.9% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling