+313.1%
MNST vs SHW
+371.2%
-58.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.8% |
| 7D | -5.0% | +1.6% | -6.5% | -5.6% |
| 30D | +4.6% | +12.1% | -7.5% | -0.3% |
| 3M | +1.0% | -3.0% | +4.0% | +1.9% |
| 6M | +5.8% | +13.5% | -7.7% | -0.3% |
| YTD | +19.1% | +11.2% | +7.8% | +12.5% |
| 1Y | +30.9% | +6.2% | +24.7% | +26.0% |
| 3Y | +65.7% | +45.6% | +20.1% | +35.6% |
| 5Y | +99.0% | +15.6% | +83.4% | +76.7% |
| 10Y | +313.1% | +356.5% | -43.4% | +116.7% |
| All | +313.1% | +371.2% | -58.1% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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