+346.0%
MNST vs ITW
+191.9%
+154.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -4.7% | +0.5% | -5.2% | -4.9% |
| 30D | +5.2% | +7.7% | -2.5% | +1.8% |
| 3M | -0.9% | -1.3% | +0.4% | -0.4% |
| 6M | +6.1% | +15.5% | -9.4% | -0.8% |
| YTD | +18.9% | +18.6% | +0.2% | +9.2% |
| 1Y | +29.3% | +19.8% | +9.5% | +18.1% |
| 3Y | +64.9% | +32.5% | +32.4% | +40.8% |
| 5Y | +98.0% | +35.3% | +62.7% | +64.6% |
| All | +346.0% | +191.9% | +154.1% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling