+200,817.0%
MNST vs IYR
+700.6%
+200,116.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -6.5% | -1.2% | -5.2% | -5.9% |
| 30D | -7.2% | -2.9% | -4.4% | -5.9% |
| 3M | -1.0% | +0.8% | -1.9% | -1.5% |
| 6M | +11.5% | +1.9% | +9.6% | +10.4% |
| YTD | +14.3% | +9.6% | +4.7% | +9.0% |
| 1Y | +38.1% | +8.1% | +30.0% | +32.6% |
| 3Y | +55.0% | +29.2% | +25.8% | +34.8% |
| 5Y | +79.6% | +4.3% | +75.3% | +72.6% |
| 10Y | +241.8% | +64.7% | +177.1% | +159.3% |
| All | +200,817.0% | +700.6% | +200,116.4% | +100,461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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