+101.3%
MNST vs IWD
+68.9%
+32.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.2% |
| 7D | -3.4% | -0.5% | -3.0% | -3.1% |
| 30D | +6.6% | +2.7% | +4.0% | +4.7% |
| 3M | -2.9% | +0.9% | -3.8% | -3.5% |
| 6M | +18.4% | +10.5% | +7.9% | +10.2% |
| YTD | +19.3% | +23.7% | -4.4% | +2.3% |
| 1Y | +37.9% | +28.7% | +9.2% | +14.8% |
| 3Y | +62.9% | +79.7% | -16.8% | +2.0% |
| All | +101.3% | +68.9% | +32.5% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling