+248.7%
MNST vs ITW
+191.6%
+57.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -2.2% | -2.4% | +0.1% | -1.2% |
| 30D | -5.4% | -9.5% | +4.2% | -1.1% |
| 3M | -5.5% | +6.6% | -12.2% | -8.4% |
| 6M | +12.4% | -1.8% | +14.1% | +12.9% |
| YTD | +12.4% | +9.0% | +3.4% | +7.4% |
| 1Y | +37.2% | +3.6% | +33.6% | +33.7% |
| 3Y | +52.9% | +19.4% | +33.4% | +37.0% |
| 5Y | +79.7% | +36.4% | +43.3% | +48.6% |
| All | +248.7% | +191.6% | +57.1% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ITW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling