+328.4%
MNST vs GWW
+663.6%
-335.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -3.9% | +5.5% | -9.4% | -5.3% |
| 30D | +3.9% | +14.4% | -10.5% | +0.2% |
| 3M | -0.8% | +13.7% | -14.5% | -4.3% |
| 6M | +5.1% | +20.1% | -15.0% | -0.3% |
| YTD | +18.3% | +47.1% | -28.8% | +5.5% |
| 1Y | +29.5% | +56.2% | -26.7% | +13.4% |
| 3Y | +64.0% | +90.5% | -26.5% | +33.3% |
| 5Y | +97.2% | +221.2% | -124.1% | +34.3% |
| 10Y | +328.4% | +648.4% | -320.0% | +128.7% |
| All | +328.4% | +663.6% | -335.2% | +128.7% |
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