+65.7%
MNST vs CDW
-18.4%
+84.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.4% |
| 7D | -5.0% | +9.3% | -14.3% | -5.3% |
| 30D | +4.6% | +15.8% | -11.2% | +4.0% |
| 3M | +1.0% | +21.8% | -20.8% | +0.3% |
| 6M | +5.8% | +58.8% | -53.0% | +4.8% |
| YTD | +19.1% | +22.8% | -3.7% | +18.4% |
| 1Y | +30.9% | +17.9% | +13.0% | +30.6% |
| 3Y | +65.7% | -17.4% | +83.1% | +61.8% |
| All | +65.7% | -18.4% | +84.1% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling