+65.7%
MNST vs JBL
+100.3%
-34.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -0.2% |
| 7D | -5.0% | -5.2% | +0.2% | -4.9% |
| 30D | +4.6% | -17.5% | +22.1% | +4.7% |
| 3M | +1.0% | -26.0% | +27.0% | +1.3% |
| 6M | +5.8% | -28.9% | +34.6% | +6.1% |
| YTD | +19.1% | +10.8% | +8.2% | +18.1% |
| 1Y | +30.9% | +18.3% | +12.6% | +29.8% |
| 3Y | +65.7% | +102.2% | -36.5% | +62.0% |
| All | +65.7% | +100.3% | -34.6% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling