+548,301.9%
MNST vs ITW
+9,591.0%
+538,710.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -6.5% | -3.6% | -2.9% | -5.5% |
| 30D | -7.2% | -9.1% | +1.9% | -4.8% |
| 3M | -1.0% | +8.2% | -9.2% | -3.2% |
| 6M | +11.5% | -4.8% | +16.3% | +12.8% |
| YTD | +14.3% | +11.0% | +3.3% | +10.7% |
| 1Y | +38.1% | +4.2% | +33.9% | +35.9% |
| 3Y | +55.0% | +17.3% | +37.7% | +46.5% |
| 5Y | +79.6% | +33.0% | +46.6% | +63.3% |
| 10Y | +241.8% | +182.3% | +59.5% | +155.3% |
| All | +548,301.9% | +9,591.0% | +538,710.9% | +498,029.7% |
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