+302,691.5%
MNST vs JBL
+34,277.3%
+268,414.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -3.9% | -8.1% | +4.2% | -3.1% |
| 30D | +3.9% | -18.4% | +22.3% | +6.0% |
| 3M | -0.8% | -25.8% | +25.0% | +1.9% |
| 6M | +5.1% | -29.6% | +34.7% | +8.1% |
| YTD | +18.3% | +9.6% | +8.6% | +15.5% |
| 1Y | +29.5% | +14.1% | +15.4% | +25.7% |
| 3Y | +64.0% | +95.9% | -31.9% | +47.0% |
| 5Y | +97.2% | +298.3% | -201.2% | +61.6% |
| 10Y | +328.4% | +1,150.1% | -821.6% | +206.5% |
| All | +302,691.5% | +34,277.3% | +268,414.2% | +170,858.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling