+248.7%
MNST vs KWEB
-20.2%
+268.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -2.2% | -4.3% | +2.1% | -1.5% |
| 30D | -5.4% | -13.0% | +7.6% | -3.2% |
| 3M | -5.5% | -7.6% | +2.0% | -4.4% |
| 6M | +12.4% | -21.1% | +33.5% | +16.5% |
| YTD | +12.4% | -28.2% | +40.6% | +18.2% |
| 1Y | +37.2% | -34.9% | +72.0% | +46.3% |
| 3Y | +52.9% | -0.8% | +53.6% | +47.9% |
| 5Y | +79.7% | -43.6% | +123.2% | +88.2% |
| All | +248.7% | -20.2% | +268.9% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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