+3,279.4%
MNST vs AWK
+1,042.6%
+2,236.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.8% |
| 7D | -3.4% | +4.1% | -7.5% | -5.1% |
| 30D | +6.6% | +18.0% | -11.4% | -1.0% |
| 3M | -2.9% | +12.2% | -15.1% | -7.9% |
| 6M | +18.4% | +21.2% | -2.8% | +8.2% |
| YTD | +19.3% | +17.6% | +1.7% | +9.9% |
| 1Y | +37.9% | +19.2% | +18.7% | +26.0% |
| 3Y | +62.9% | +26.7% | +36.1% | +41.3% |
| 5Y | +99.6% | -1.3% | +100.9% | +92.7% |
| 10Y | +305.7% | +159.7% | +146.1% | +132.4% |
| All | +3,279.4% | +1,042.6% | +2,236.8% | +786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling