+84.2%
MNST vs IRM
+189.3%
-105.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | -7.2% | -8.1% | +0.9% | -6.0% |
| 3M | -1.0% | -9.7% | +8.7% | +0.5% |
| 6M | +11.5% | +10.0% | +1.5% | +9.0% |
| YTD | +14.3% | +43.0% | -28.7% | +6.1% |
| 1Y | +38.1% | +32.7% | +5.4% | +29.4% |
| 3Y | +55.0% | +102.7% | -47.7% | +23.6% |
| All | +84.2% | +189.3% | -105.2% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling