+854.6%
MNST vs GWRE
+793.8%
+60.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -0.3% |
| 7D | -4.1% | -25.6% | +21.5% | +0.1% |
| 30D | -4.5% | -12.2% | +7.7% | -3.1% |
| 3M | -2.5% | +17.7% | -20.2% | -6.3% |
| 6M | +14.1% | -11.3% | +25.5% | +13.8% |
| YTD | +12.6% | -25.5% | +38.1% | +15.3% |
| 1Y | +36.9% | -42.8% | +79.8% | +47.3% |
| 3Y | +53.1% | +59.0% | -5.9% | +29.1% |
| 5Y | +78.2% | +21.6% | +56.6% | +55.7% |
| 10Y | +240.4% | +139.2% | +101.2% | +155.1% |
| All | +854.6% | +793.8% | +60.8% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling