+246.6%
MNST vs ITW
+190.2%
+56.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -3.6% | -1.9% | -1.7% | -2.7% |
| 30D | -6.3% | -10.4% | +4.1% | -1.7% |
| 3M | -5.0% | +3.5% | -8.5% | -6.6% |
| 6M | +13.1% | -3.4% | +16.5% | +14.5% |
| YTD | +11.8% | +8.5% | +3.2% | +7.0% |
| 1Y | +35.2% | +3.2% | +32.0% | +32.0% |
| 3Y | +52.0% | +18.9% | +33.1% | +36.5% |
| 5Y | +77.9% | +35.0% | +42.8% | +47.7% |
| All | +246.6% | +190.2% | +56.4% | +122.5% |
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