+67.3%
MNST vs IVZ
+152.3%
-85.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.8% |
| 7D | +1.6% | +7.6% | -6.0% | +1.0% |
| 30D | +5.1% | +4.3% | +0.7% | +4.6% |
| 3M | -0.5% | -9.3% | +8.9% | +0.2% |
| 6M | +8.1% | +5.2% | +2.9% | +7.4% |
| YTD | +21.2% | +13.4% | +7.7% | +19.1% |
| 1Y | +30.7% | +25.4% | +5.3% | +27.4% |
| 3Y | +67.3% | +152.5% | -85.2% | +52.4% |
| All | +67.3% | +152.3% | -85.0% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling