+3,255.7%
MNST vs AWK
+1,037.8%
+2,217.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -6.9% | 0.0% | -6.9% | -6.9% |
| 30D | +3.7% | +15.5% | -11.8% | -2.8% |
| 3M | -0.3% | +10.0% | -10.3% | -4.6% |
| 6M | +5.1% | +20.4% | -15.3% | -3.6% |
| YTD | +18.4% | +17.1% | +1.4% | +9.3% |
| 1Y | +26.3% | +18.3% | +8.0% | +15.8% |
| 3Y | +64.3% | +30.4% | +33.9% | +40.5% |
| 5Y | +96.8% | -2.7% | +99.5% | +91.2% |
| 10Y | +333.2% | +154.7% | +178.5% | +150.4% |
| All | +3,255.7% | +1,037.8% | +2,217.9% | +781.5% |
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