+38.1%
MNST vs JBL
+52.3%
-14.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -6.5% | +3.0% | -9.5% | -6.5% |
| 30D | -7.2% | -8.3% | +1.0% | -7.3% |
| 3M | -1.0% | -16.9% | +15.9% | -0.7% |
| 6M | +11.5% | +21.8% | -10.3% | +10.8% |
| YTD | +14.3% | +36.3% | -22.0% | +15.1% |
| 1Y | +38.1% | +49.5% | -11.4% | +41.6% |
| All | +38.1% | +52.3% | -14.2% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling