+84.2%
MNST vs IVZ
+64.2%
+20.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -6.5% | +0.6% | -7.1% | -6.6% |
| 30D | -7.2% | +4.0% | -11.2% | -7.9% |
| 3M | -1.0% | +18.2% | -19.2% | -4.1% |
| 6M | +11.5% | +32.8% | -21.3% | +5.6% |
| YTD | +14.3% | +28.7% | -14.4% | +8.4% |
| 1Y | +38.1% | +55.4% | -17.3% | +26.0% |
| 3Y | +55.0% | +135.2% | -80.2% | +25.5% |
| All | +84.2% | +64.2% | +20.0% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling