+255,466.2%
MNST vs IWF
+664.8%
+254,801.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -3.9% | -2.9% | -1.0% | -2.3% |
| 30D | +3.9% | -10.9% | +14.8% | +11.1% |
| 3M | -0.8% | -8.1% | +7.3% | +3.8% |
| 6M | +5.1% | -7.5% | +12.6% | +8.8% |
| YTD | +18.3% | -3.4% | +21.7% | +18.7% |
| 1Y | +29.5% | -5.0% | +34.5% | +31.2% |
| 3Y | +64.0% | +64.0% | 0.0% | +11.4% |
| 5Y | +97.2% | +56.8% | +40.4% | +35.8% |
| 10Y | +328.4% | +381.2% | -52.8% | +37.9% |
| All | +255,466.2% | +664.8% | +254,801.4% | +49,073.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling