+50.9%
MNST vs GWRE
+51.5%
-0.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.6% |
| 7D | -3.6% | -26.2% | +22.7% | -2.9% |
| 30D | -6.3% | -17.8% | +11.5% | -5.9% |
| 3M | -5.0% | +14.2% | -19.2% | -5.3% |
| 6M | +13.1% | -12.9% | +26.0% | +13.5% |
| YTD | +11.8% | -29.2% | +41.0% | +13.7% |
| 1Y | +35.2% | -44.4% | +79.7% | +39.7% |
| All | +50.9% | +51.5% | -0.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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