+248.4%
MNST vs GWW
+553.5%
-305.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -6.3% | -1.4% | -4.9% | -6.0% |
| 3M | -5.0% | -3.6% | -1.3% | -4.2% |
| 6M | +13.1% | +15.1% | -2.0% | +8.6% |
| YTD | +11.8% | +27.5% | -15.7% | +3.9% |
| 1Y | +35.2% | +29.6% | +5.6% | +24.9% |
| 3Y | +52.0% | +90.1% | -38.1% | +23.6% |
| 5Y | +77.9% | +222.6% | -144.8% | +21.8% |
| 10Y | +248.4% | +566.5% | -318.1% | +104.4% |
| All | +248.4% | +553.5% | -305.1% | +104.4% |
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