+84.2%
MNST vs BBWI
-66.0%
+150.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.9% |
| 7D | -6.5% | +1.5% | -8.0% | -6.6% |
| 30D | -7.2% | -5.2% | -2.0% | -6.8% |
| 3M | -1.0% | +11.1% | -12.1% | -2.5% |
| 6M | +11.5% | -13.4% | +24.9% | +12.3% |
| YTD | +14.3% | +0.1% | +14.2% | +13.0% |
| 1Y | +38.1% | -36.1% | +74.2% | +43.0% |
| 3Y | +55.0% | -44.1% | +99.1% | +57.6% |
| All | +84.2% | -66.0% | +150.2% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling