+241.7%
MNST vs CDW
+283.9%
-42.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -6.5% | +3.2% | -9.7% | -7.3% |
| 30D | -7.2% | +9.3% | -16.5% | -9.5% |
| 3M | -1.0% | +9.8% | -10.8% | -4.2% |
| 6M | +11.5% | +23.3% | -11.9% | +2.7% |
| YTD | +14.3% | +13.7% | +0.7% | +7.3% |
| 1Y | +38.1% | -6.5% | +44.6% | +37.1% |
| 3Y | +55.0% | -25.2% | +80.2% | +60.6% |
| 5Y | +79.6% | -19.5% | +99.1% | +77.3% |
| All | +241.7% | +283.9% | -42.2% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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