+62.9%
MNST vs GWW
+92.7%
-29.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | -3.4% | +6.0% | -9.4% | -4.1% |
| 30D | +6.6% | +14.0% | -7.4% | +5.0% |
| 3M | -2.9% | +12.5% | -15.4% | -4.3% |
| 6M | +18.4% | +23.6% | -5.2% | +15.3% |
| YTD | +19.3% | +43.6% | -24.4% | +13.5% |
| 1Y | +37.9% | +52.5% | -14.6% | +30.0% |
| 3Y | +62.9% | +92.6% | -29.7% | +52.0% |
| All | +62.9% | +92.7% | -29.9% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling