+313.1%
MNST vs AWK
+146.2%
+166.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -5.0% | +1.2% | -6.2% | -5.4% |
| 30D | +4.6% | +15.8% | -11.2% | -1.5% |
| 3M | +1.0% | +11.0% | -10.0% | -3.3% |
| 6M | +5.8% | +21.0% | -15.2% | -2.4% |
| YTD | +19.1% | +16.7% | +2.3% | +10.9% |
| 1Y | +30.9% | +17.2% | +13.7% | +21.5% |
| 3Y | +65.7% | +29.2% | +36.5% | +44.1% |
| 5Y | +99.0% | -2.3% | +101.3% | +94.3% |
| 10Y | +313.1% | +150.5% | +162.5% | +153.1% |
| All | +313.1% | +146.2% | +166.8% | +153.1% |
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