+27.2%
MNST vs IRE
-84.4%
+111.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -0.6% |
| 7D | -6.5% | +54.8% | -61.3% | -6.6% |
| 30D | -7.2% | +18.4% | -25.6% | -7.4% |
| 3M | -1.0% | -66.7% | +65.7% | +0.4% |
| 6M | +11.5% | -52.3% | +63.8% | +11.5% |
| YTD | +14.3% | -52.3% | +66.6% | +13.9% |
| All | +27.2% | -84.4% | +111.6% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling