+248.4%
MNST vs IWF
+412.6%
-164.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | -6.3% | -1.4% | -4.9% | -5.6% |
| 3M | -5.0% | +0.4% | -5.4% | -5.8% |
| 6M | +13.1% | +8.5% | +4.7% | +6.7% |
| YTD | +11.8% | +3.7% | +8.1% | +8.1% |
| 1Y | +35.2% | +8.5% | +26.8% | +26.5% |
| 3Y | +52.0% | +78.5% | -26.5% | -3.4% |
| 5Y | +77.9% | +73.6% | +4.2% | +13.8% |
| 10Y | +248.4% | +421.3% | -172.9% | -16.9% |
| All | +248.4% | +412.6% | -164.2% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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