+257,157.2%
MNST vs IWF
+671.5%
+256,485.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -2.0% |
| 7D | -5.0% | -1.0% | -3.9% | -4.6% |
| 30D | +4.6% | -10.1% | +14.7% | +11.2% |
| 3M | +1.0% | -7.6% | +8.6% | +5.3% |
| 6M | +5.8% | -6.7% | +12.5% | +8.9% |
| YTD | +19.1% | -2.5% | +21.6% | +18.8% |
| 1Y | +30.9% | -2.1% | +33.0% | +30.0% |
| 3Y | +65.7% | +68.6% | -2.9% | +10.5% |
| 5Y | +99.0% | +55.8% | +43.1% | +37.6% |
| 10Y | +313.1% | +383.3% | -70.2% | +32.6% |
| All | +257,157.2% | +671.5% | +256,485.7% | +49,133.3% |
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