+84.2%
MNST vs AWK
-15.4%
+99.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -6.5% | +1.7% | -8.2% | -7.0% |
| 30D | -7.2% | +5.6% | -12.8% | -8.9% |
| 3M | -1.0% | +15.9% | -16.9% | -5.9% |
| 6M | +11.5% | +4.6% | +6.9% | +9.5% |
| YTD | +14.3% | +10.1% | +4.3% | +10.0% |
| 1Y | +38.1% | +2.1% | +36.0% | +36.4% |
| 3Y | +55.0% | +9.8% | +45.1% | +46.6% |
| All | +84.2% | -15.4% | +99.6% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling