+567,324.5%
MNST vs ITW
+10,301.3%
+557,023.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | +3.9% | +9.1% | -5.2% | +1.5% |
| 3M | -0.8% | -1.6% | +0.7% | -0.4% |
| 6M | +5.1% | +14.5% | -9.4% | +1.1% |
| YTD | +18.3% | +19.2% | -0.9% | +12.3% |
| 1Y | +29.5% | +20.9% | +8.6% | +22.4% |
| 3Y | +64.0% | +33.1% | +30.9% | +49.9% |
| 5Y | +97.2% | +38.2% | +59.0% | +77.4% |
| 10Y | +328.4% | +196.2% | +132.3% | +215.6% |
| All | +567,324.5% | +10,301.3% | +557,023.3% | +505,352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling