+84.2%
MNST vs SHW
+15.5%
+68.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -6.5% | -3.2% | -3.3% | -5.5% |
| 30D | -7.2% | -9.5% | +2.3% | -4.2% |
| 3M | -1.0% | +11.5% | -12.5% | -4.9% |
| 6M | +11.5% | -3.5% | +15.0% | +12.1% |
| YTD | +14.3% | +3.7% | +10.6% | +11.9% |
| 1Y | +38.1% | -7.9% | +46.0% | +40.6% |
| 3Y | +55.0% | +24.7% | +30.3% | +38.3% |
| All | +84.2% | +15.5% | +68.7% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling