+78.2%
MNST vs JBL
+405.9%
-327.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -4.1% | +4.4% | -8.5% | -4.6% |
| 30D | -4.5% | -8.4% | +4.0% | -3.7% |
| 3M | -2.5% | -14.2% | +11.7% | -1.1% |
| 6M | +14.1% | +29.6% | -15.5% | +9.1% |
| YTD | +12.6% | +37.1% | -24.5% | +6.6% |
| 1Y | +36.9% | +49.5% | -12.6% | +27.5% |
| 3Y | +53.1% | +192.7% | -139.6% | +19.6% |
| 5Y | +78.2% | +411.3% | -333.1% | +7.9% |
| All | +78.2% | +405.9% | -327.6% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling