+101.3%
MNST vs CDW
-10.5%
+111.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | -3.4% | +2.1% | -5.5% | -3.8% |
| 30D | +6.6% | +14.7% | -8.1% | +4.1% |
| 3M | -2.9% | +11.1% | -14.0% | -4.9% |
| 6M | +18.4% | +45.6% | -27.1% | +9.9% |
| YTD | +19.3% | +17.1% | +2.2% | +14.0% |
| 1Y | +37.9% | +13.2% | +24.7% | +32.8% |
| 3Y | +62.9% | -22.2% | +85.1% | +67.2% |
| All | +101.3% | -10.5% | +111.8% | +84.8% |
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 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