+97.2%
MNST vs ITW
+38.4%
+58.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -3.9% | +0.5% | -4.4% | -4.1% |
| 30D | +3.9% | +9.1% | -5.2% | +0.5% |
| 3M | -0.8% | -1.6% | +0.7% | -0.3% |
| 6M | +5.1% | +14.5% | -9.4% | -0.5% |
| YTD | +18.3% | +19.2% | -0.9% | +9.8% |
| 1Y | +29.5% | +20.9% | +8.6% | +19.2% |
| 3Y | +64.0% | +33.1% | +30.9% | +41.1% |
| 5Y | +97.2% | +38.2% | +59.0% | +62.9% |
| All | +97.2% | +38.4% | +58.8% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling