+354.7%
MNST vs GWW
+658.3%
-303.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.8% | +2.2% |
| 7D | +1.6% | +3.6% | -1.9% | +0.6% |
| 30D | +5.1% | +12.1% | -7.1% | +1.8% |
| 3M | -0.5% | +12.9% | -13.4% | -3.8% |
| 6M | +8.1% | +19.3% | -11.2% | +2.7% |
| YTD | +21.2% | +48.7% | -27.5% | +7.8% |
| 1Y | +30.7% | +60.5% | -29.8% | +13.7% |
| 3Y | +67.3% | +93.3% | -26.0% | +35.4% |
| 5Y | +101.9% | +219.0% | -117.1% | +37.9% |
| All | +354.7% | +658.3% | -303.6% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling