+303.0%
MNST vs HWM
+1,473.3%
-1,170.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -4.9% |
| 7D | -3.4% | +3.4% | -6.8% | -4.2% |
| 30D | +6.6% | -7.5% | +14.2% | +7.8% |
| 3M | -2.9% | -28.9% | +26.0% | +2.8% |
| 6M | +18.4% | -19.6% | +38.1% | +22.1% |
| YTD | +19.3% | +0.6% | +18.7% | +17.5% |
| 1Y | +37.9% | +0.3% | +37.6% | +35.8% |
| 3Y | +62.9% | +326.1% | -263.3% | +16.7% |
| 5Y | +99.6% | +525.2% | -425.6% | +30.9% |
| All | +303.0% | +1,473.3% | -1,170.3% | +131.1% |
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