+45.8%
MNST vs HWM
+5.4%
+40.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +3.7% |
| 7D | +6.8% | +9.4% | -2.6% | +5.5% |
| 30D | +12.0% | -7.0% | +19.0% | +12.7% |
| 3M | +3.5% | -25.9% | +29.4% | +6.8% |
| 6M | +29.7% | -10.8% | +40.5% | +28.9% |
| YTD | +27.2% | +4.3% | +22.8% | +23.3% |
| 1Y | +45.8% | +4.4% | +41.4% | +42.7% |
| All | +45.8% | +5.4% | +40.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling