+241.7%
MNST vs SWK
+2.4%
+239.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -6.5% | -0.4% | -6.0% | -6.4% |
| 30D | -7.2% | -5.7% | -1.5% | -5.9% |
| 3M | -1.0% | +24.1% | -25.1% | -6.8% |
| 6M | +11.5% | +24.7% | -13.2% | +4.4% |
| YTD | +14.3% | +33.9% | -19.6% | +4.7% |
| 1Y | +38.1% | +34.7% | +3.4% | +25.5% |
| 3Y | +55.0% | +15.3% | +39.7% | +41.2% |
| 5Y | +79.6% | -39.3% | +118.9% | +96.7% |
| All | +241.7% | +2.4% | +239.3% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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