+32.5%
MNST vs IRE
-97.3%
+129.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -5.0% | -15.5% | +10.6% | -4.8% |
| 30D | +4.6% | -70.4% | +75.0% | +4.8% |
| 3M | +1.0% | -81.6% | +82.6% | +1.3% |
| 6M | +5.8% | -94.7% | +100.5% | +7.5% |
| YTD | +19.1% | -91.8% | +110.8% | +19.1% |
| 1Y | +30.9% | -97.6% | +128.5% | +31.4% |
| All | +32.5% | -97.3% | +129.8% | +32.9% |
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