+299.6%
MNST vs HWM
+1,135.2%
-835.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -0.8% |
| 7D | +3.2% | -2.4% | +5.6% | +3.5% |
| 30D | +10.6% | -13.3% | +23.8% | +13.2% |
| 3M | +1.3% | -31.0% | +32.3% | +7.8% |
| 6M | +26.2% | -17.1% | +43.3% | +29.4% |
| YTD | +24.8% | -1.9% | +26.6% | +23.5% |
| 1Y | +40.9% | -2.4% | +43.4% | +39.6% |
| 3Y | +72.2% | +322.2% | -250.0% | +23.6% |
| 5Y | +108.8% | +509.8% | -401.0% | +37.8% |
| 10Y | +324.4% | +1,453.8% | -1,129.4% | +140.5% |
| All | +299.6% | +1,135.2% | -835.6% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling