+313.8%
MNST vs SHW
+353.0%
-39.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.8% |
| 7D | -3.4% | +3.5% | -6.9% | -4.8% |
| 30D | +6.6% | +9.2% | -2.6% | +2.8% |
| 3M | -2.9% | -5.1% | +2.2% | -1.1% |
| 6M | +18.4% | +6.8% | +11.6% | +14.3% |
| YTD | +19.3% | +7.0% | +12.3% | +14.6% |
| 1Y | +37.9% | +4.1% | +33.8% | +33.8% |
| 3Y | +62.9% | +41.1% | +21.8% | +35.0% |
| 5Y | +99.6% | +12.9% | +86.7% | +78.9% |
| All | +313.8% | +353.0% | -39.2% | +120.7% |
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