+62.9%
MNST vs BBWI
-28.0%
+90.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.2% | -4.2% |
| 7D | -3.4% | -6.2% | +2.8% | -2.9% |
| 30D | +6.6% | +19.9% | -13.3% | +5.3% |
| 3M | -2.9% | +7.1% | -10.0% | -3.6% |
| 6M | +18.4% | +13.7% | +4.8% | +16.9% |
| YTD | +19.3% | +9.6% | +9.7% | +17.6% |
| 1Y | +37.9% | -1.6% | +39.5% | +36.4% |
| 3Y | +62.9% | -25.9% | +88.8% | +57.8% |
| All | +62.9% | -28.0% | +90.9% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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