+373,822.7%
MNST vs IT
+6,105.9%
+367,716.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.1% |
| 7D | -6.5% | -6.0% | -0.5% | -5.6% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | -1.0% | +13.1% | -14.1% | -3.8% |
| 6M | +11.5% | +11.7% | -0.2% | +8.0% |
| YTD | +14.3% | -26.1% | +40.4% | +17.4% |
| 1Y | +38.1% | -21.3% | +59.4% | +39.9% |
| 3Y | +55.0% | -46.7% | +101.7% | +64.9% |
| 5Y | +79.6% | -40.5% | +120.1% | +86.4% |
| 10Y | +241.8% | +103.9% | +137.9% | +187.0% |
| All | +373,822.7% | +6,105.9% | +367,716.8% | +215,885.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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