+30.7%
MNST vs ITW
+20.3%
+10.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.6% | +2.3% | -0.7% | +0.9% |
| 30D | +5.1% | +6.7% | -1.6% | +3.3% |
| 3M | -0.5% | -0.5% | +0.1% | -0.6% |
| 6M | +8.1% | +16.4% | -8.3% | +4.5% |
| YTD | +21.2% | +19.0% | +2.2% | +20.4% |
| 1Y | +30.7% | +20.2% | +10.5% | +30.1% |
| All | +30.7% | +20.3% | +10.4% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling