+240.4%
MNST vs AWK
+126.2%
+114.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -4.1% | +2.2% | -6.3% | -4.9% |
| 30D | -4.5% | +4.4% | -8.9% | -6.2% |
| 3M | -2.5% | +15.4% | -17.8% | -8.1% |
| 6M | +14.1% | +3.5% | +10.6% | +12.1% |
| YTD | +12.6% | +9.8% | +2.8% | +7.5% |
| 1Y | +36.9% | +3.0% | +33.9% | +34.1% |
| 3Y | +53.1% | +9.7% | +43.4% | +43.1% |
| 5Y | +78.2% | -17.2% | +95.4% | +87.0% |
| 10Y | +240.4% | +126.1% | +114.3% | +112.3% |
| All | +240.4% | +126.2% | +114.2% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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