+79.7%
MNST vs GWRE
+14.4%
+65.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -2.2% | -30.9% | +28.7% | +0.9% |
| 30D | -5.4% | -20.7% | +15.3% | -3.7% |
| 3M | -5.5% | +20.2% | -25.7% | -8.0% |
| 6M | +12.4% | -11.9% | +24.2% | +12.4% |
| YTD | +12.4% | -30.3% | +42.7% | +16.0% |
| 1Y | +37.2% | -44.6% | +81.8% | +46.3% |
| 3Y | +52.9% | +48.8% | +4.1% | +30.2% |
| 5Y | +79.7% | +14.8% | +64.9% | +65.1% |
| All | +79.7% | +14.4% | +65.3% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling