+862.2%
MNST vs CDW
+942.7%
-80.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.3% | -0.4% |
| 7D | +3.2% | -4.1% | +7.3% | +3.9% |
| 30D | +10.6% | +16.7% | -6.2% | +6.2% |
| 3M | +1.3% | +13.6% | -12.3% | -2.6% |
| 6M | +26.2% | +17.0% | +9.2% | +18.4% |
| YTD | +24.8% | +18.1% | +6.6% | +15.8% |
| 1Y | +40.9% | +10.5% | +30.5% | +33.2% |
| 3Y | +72.2% | -20.9% | +93.1% | +74.1% |
| 5Y | +108.8% | -9.3% | +118.1% | +99.0% |
| 10Y | +324.4% | +310.6% | +13.9% | +178.4% |
| All | +862.2% | +942.7% | -80.5% | +460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling