+313.1%
MNST vs HWM
+1,636.6%
-1,323.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.2% | -1.1% |
| 7D | -5.0% | +1.6% | -6.6% | -5.4% |
| 30D | +4.6% | -3.9% | +8.5% | +5.0% |
| 3M | +1.0% | -23.2% | +24.3% | +5.4% |
| 6M | +5.8% | -20.0% | +25.8% | +9.3% |
| YTD | +19.1% | +5.7% | +13.4% | +16.2% |
| 1Y | +30.9% | +4.9% | +26.0% | +27.9% |
| 3Y | +65.7% | +347.0% | -281.3% | +17.6% |
| 5Y | +99.0% | +563.0% | -464.1% | +29.0% |
| 10Y | +313.1% | +1,579.2% | -1,266.1% | +132.0% |
| All | +313.1% | +1,636.6% | -1,323.6% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling