+248.4%
MNST vs JBL
+1,455.1%
-1,206.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.6% | +4.0% | -7.6% | -4.4% |
| 30D | -6.3% | -7.5% | +1.2% | -5.1% |
| 3M | -5.0% | -14.1% | +9.1% | -2.8% |
| 6M | +13.1% | +25.9% | -12.7% | +5.6% |
| YTD | +11.8% | +36.7% | -24.9% | +1.9% |
| 1Y | +35.2% | +49.0% | -13.7% | +19.9% |
| 3Y | +52.0% | +191.8% | -139.8% | +6.6% |
| 5Y | +77.9% | +409.8% | -331.9% | +1.2% |
| 10Y | +248.4% | +1,509.2% | -1,260.8% | +35.6% |
| All | +248.4% | +1,455.1% | -1,206.7% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling