+64.1%
MNST vs SHW
+41.6%
+22.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | +5.2% | +8.4% | -3.2% | +3.0% |
| 3M | -0.9% | -2.2% | +1.3% | -0.5% |
| 6M | +6.1% | +13.3% | -7.2% | +2.3% |
| YTD | +18.9% | +9.2% | +9.7% | +15.3% |
| 1Y | +29.3% | +2.9% | +26.4% | +27.3% |
| All | +64.1% | +41.6% | +22.5% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling