+35.2%
MNST vs ITW
+2.1%
+33.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -3.6% | -1.9% | -1.7% | -3.1% |
| 30D | -6.3% | -10.4% | +4.1% | -4.1% |
| 3M | -5.0% | +3.5% | -8.5% | -5.5% |
| 6M | +13.1% | -3.4% | +16.5% | +13.0% |
| YTD | +11.8% | +8.5% | +3.2% | +12.2% |
| 1Y | +35.2% | +3.2% | +32.0% | +34.2% |
| All | +35.2% | +2.1% | +33.2% | +34.2% |
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