+313.1%
MNST vs IWD
+212.1%
+101.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.7% |
| 7D | -5.0% | +1.3% | -6.2% | -5.9% |
| 30D | +4.6% | +3.6% | +1.0% | +1.8% |
| 3M | +1.0% | +2.3% | -1.3% | -0.7% |
| 6M | +5.8% | +13.0% | -7.3% | -3.9% |
| YTD | +19.1% | +26.2% | -7.1% | -0.6% |
| 1Y | +30.9% | +30.5% | +0.4% | +6.4% |
| 3Y | +65.7% | +86.2% | -20.5% | +0.1% |
| 5Y | +99.0% | +72.9% | +26.1% | +27.6% |
| 10Y | +313.1% | +205.0% | +108.0% | +94.2% |
| All | +313.1% | +212.1% | +101.0% | +94.2% |
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