+54.7%
MNST vs AWK
+10.9%
+43.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.5% | +1.7% | -8.2% | -6.9% |
| 30D | -7.2% | +5.6% | -12.8% | -8.5% |
| 3M | -1.0% | +15.9% | -16.9% | -4.7% |
| 6M | +11.5% | +4.6% | +6.9% | +10.0% |
| YTD | +14.3% | +10.1% | +4.3% | +11.1% |
| 1Y | +38.1% | +2.1% | +36.0% | +37.0% |
| All | +54.7% | +10.9% | +43.8% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling