+99.8%
MNST vs CDW
-4.0%
+103.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.1% |
| 7D | +1.6% | +9.3% | -7.7% | +0.2% |
| 30D | +5.1% | +14.4% | -9.3% | +2.7% |
| 3M | -0.5% | +21.4% | -21.9% | -3.9% |
| 6M | +8.1% | +72.8% | -64.7% | -2.3% |
| YTD | +21.2% | +28.0% | -6.8% | +14.2% |
| 1Y | +30.7% | +19.3% | +11.4% | +25.3% |
| 3Y | +67.3% | -15.3% | +82.6% | +69.7% |
| All | +99.8% | -4.0% | +103.8% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling