+3,138.9%
MNST vs AWK
+969.7%
+2,169.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -6.5% | +1.7% | -8.2% | -7.2% |
| 30D | -7.2% | +5.6% | -12.8% | -9.5% |
| 3M | -1.0% | +15.9% | -16.9% | -7.5% |
| 6M | +11.5% | +4.6% | +6.9% | +8.7% |
| YTD | +14.3% | +10.1% | +4.3% | +8.5% |
| 1Y | +38.1% | +2.1% | +36.0% | +35.4% |
| 3Y | +55.0% | +9.8% | +45.1% | +43.7% |
| 5Y | +79.6% | -15.4% | +95.0% | +86.0% |
| 10Y | +241.8% | +129.4% | +112.4% | +107.7% |
| All | +3,138.9% | +969.7% | +2,169.3% | +775.5% |
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 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