+241.7%
MNST vs IWD
+197.9%
+43.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | -6.5% | -0.3% | -6.2% | -6.3% |
| 30D | -7.2% | +0.6% | -7.8% | -7.6% |
| 3M | -1.0% | +7.2% | -8.2% | -6.3% |
| 6M | +11.5% | +16.2% | -4.7% | -0.7% |
| YTD | +14.3% | +23.3% | -9.0% | -2.9% |
| 1Y | +38.1% | +29.6% | +8.6% | +12.7% |
| 3Y | +55.0% | +70.5% | -15.5% | +0.6% |
| 5Y | +79.6% | +73.5% | +6.2% | +14.8% |
| All | +241.7% | +197.9% | +43.8% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling