+64.0%
MNST vs HWM
+349.8%
-285.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -3.9% | -1.8% | -2.1% | -3.8% |
| 30D | +3.9% | -2.7% | +6.6% | +4.0% |
| 3M | -0.8% | -22.7% | +21.9% | +1.0% |
| 6M | +5.1% | -18.9% | +24.0% | +6.5% |
| YTD | +18.3% | +7.1% | +11.2% | +17.0% |
| 1Y | +29.5% | +4.7% | +24.8% | +28.3% |
| 3Y | +64.0% | +345.6% | -281.5% | +33.0% |
| All | +64.0% | +349.8% | -285.7% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling