+246,898.5%
MNST vs IWF
+727.1%
+246,171.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.5% | +0.5% | -7.0% | -6.8% |
| 30D | -7.2% | -0.4% | -6.8% | -7.1% |
| 3M | -1.0% | -2.6% | +1.6% | -0.1% |
| 6M | +11.5% | +9.1% | +2.3% | +4.5% |
| YTD | +14.3% | +4.5% | +9.8% | +9.9% |
| 1Y | +38.1% | +10.1% | +28.0% | +27.8% |
| 3Y | +55.0% | +77.6% | -22.7% | +0.7% |
| 5Y | +79.6% | +73.7% | +5.9% | +16.5% |
| 10Y | +241.8% | +411.5% | -169.8% | +6.6% |
| All | +246,898.5% | +727.1% | +246,171.4% | +45,446.5% |
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