+240.4%
MNST vs IRM
+407.3%
-166.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -4.1% | +1.6% | -5.7% | -4.5% |
| 30D | -4.5% | -4.2% | -0.3% | -3.6% |
| 3M | -2.5% | -5.4% | +2.9% | -1.5% |
| 6M | +14.1% | +12.0% | +2.1% | +10.2% |
| YTD | +12.6% | +42.0% | -29.5% | +2.0% |
| 1Y | +36.9% | +29.9% | +7.1% | +26.2% |
| 3Y | +53.1% | +104.4% | -51.3% | +19.4% |
| 5Y | +78.2% | +191.0% | -112.8% | +22.1% |
| 10Y | +240.4% | +417.1% | -176.7% | +79.6% |
| All | +240.4% | +407.3% | -166.9% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling