+62.9%
MNST vs BWA
+51.7%
+11.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.1% | -4.6% |
| 7D | -3.4% | -5.5% | +2.0% | -3.0% |
| 30D | +6.6% | -21.7% | +28.4% | +8.7% |
| 3M | -2.9% | -25.6% | +22.7% | -0.8% |
| 6M | +18.4% | -17.4% | +35.9% | +18.9% |
| YTD | +19.3% | +9.2% | +10.1% | +16.0% |
| 1Y | +37.9% | +9.7% | +28.2% | +34.0% |
| 3Y | +62.9% | +54.6% | +8.2% | +49.1% |
| All | +62.9% | +51.7% | +11.2% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling