+333.2%
MNST vs BWA
+92.6%
+240.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -6.9% | +1.7% | -8.6% | -7.3% |
| 30D | +3.7% | -14.6% | +18.4% | +7.0% |
| 3M | -0.3% | -26.2% | +26.0% | +5.7% |
| 6M | +5.1% | -18.4% | +23.5% | +8.1% |
| YTD | +18.4% | +14.7% | +3.8% | +11.8% |
| 1Y | +26.3% | +13.3% | +12.9% | +19.4% |
| 3Y | +64.3% | +64.7% | -0.4% | +38.6% |
| 5Y | +96.8% | +32.2% | +64.7% | +70.8% |
| 10Y | +333.2% | +96.8% | +236.4% | +235.8% |
| All | +333.2% | +92.6% | +240.6% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling