+244,649.8%
MNST vs BWA
+3,492.4%
+241,157.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.2% |
| 7D | -6.5% | +5.7% | -12.2% | -7.7% |
| 30D | -7.2% | +1.4% | -8.6% | -7.8% |
| 3M | -1.0% | -12.1% | +11.1% | +1.3% |
| 6M | +11.5% | +28.6% | -17.1% | +4.1% |
| YTD | +14.3% | +51.1% | -36.8% | +1.9% |
| 1Y | +38.1% | +55.9% | -17.8% | +21.8% |
| 3Y | +55.0% | +70.1% | -15.2% | +30.7% |
| 5Y | +79.6% | +90.7% | -11.1% | +44.3% |
| 10Y | +241.8% | +154.0% | +87.8% | +141.5% |
| All | +244,649.8% | +3,492.4% | +241,157.4% | +95,958.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling