+97.2%
MNST vs CDW
-2.4%
+99.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -1.1% |
| 7D | -3.9% | +13.1% | -17.0% | -5.8% |
| 30D | +3.9% | +19.1% | -15.2% | +0.8% |
| 3M | -0.8% | +24.7% | -25.6% | -4.7% |
| 6M | +5.1% | +63.4% | -58.3% | -4.2% |
| YTD | +18.3% | +26.3% | -8.0% | +11.7% |
| 1Y | +29.5% | +20.6% | +8.9% | +23.6% |
| 3Y | +64.0% | -16.3% | +80.4% | +66.6% |
| 5Y | +97.2% | -3.9% | +101.1% | +81.2% |
| All | +97.2% | -2.4% | +99.5% | +81.2% |
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