+99.8%
MNST vs SHW
+11.1%
+88.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | +5.1% | +8.1% | -3.0% | +2.3% |
| 3M | -0.5% | -2.8% | +2.3% | +0.2% |
| 6M | +8.1% | +15.0% | -6.9% | +2.5% |
| YTD | +21.2% | +9.0% | +12.2% | +16.5% |
| 1Y | +30.7% | +4.5% | +26.2% | +27.4% |
| 3Y | +67.3% | +41.9% | +25.5% | +42.3% |
| All | +99.8% | +11.1% | +88.7% | +84.2% |
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 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