+248.4%
MNST vs IVZ
+60.3%
+188.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -3.6% | +1.2% | -4.7% | -3.8% |
| 30D | -6.3% | +1.8% | -8.1% | -6.7% |
| 3M | -5.0% | +15.7% | -20.7% | -8.4% |
| 6M | +13.1% | +36.3% | -23.2% | +4.9% |
| YTD | +11.8% | +24.9% | -13.2% | +5.1% |
| 1Y | +35.2% | +48.9% | -13.7% | +21.6% |
| 3Y | +52.0% | +136.8% | -84.8% | +18.0% |
| 5Y | +77.9% | +60.0% | +17.9% | +48.6% |
| 10Y | +248.4% | +63.4% | +185.0% | +174.1% |
| All | +248.4% | +60.3% | +188.1% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IVZ 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling