+84.2%
MNST vs BWA
+91.4%
-7.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.0% |
| 7D | -6.5% | +5.7% | -12.2% | -7.3% |
| 30D | -7.2% | +1.4% | -8.6% | -7.6% |
| 3M | -1.0% | -12.1% | +11.1% | +0.8% |
| 6M | +11.5% | +28.6% | -17.1% | +5.9% |
| YTD | +14.3% | +51.1% | -36.8% | +4.7% |
| 1Y | +38.1% | +55.9% | -17.8% | +25.5% |
| 3Y | +55.0% | +70.1% | -15.2% | +36.5% |
| All | +84.2% | +91.4% | -7.2% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling