+303.0%
MNST vs SWK
+29.6%
+273.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -3.4% | +11.0% | -14.5% | -6.1% |
| 30D | +6.6% | +30.1% | -23.4% | -0.4% |
| 3M | -2.9% | +14.7% | -17.5% | -6.5% |
| 6M | +18.4% | +44.5% | -26.1% | +7.0% |
| YTD | +19.3% | +59.4% | -40.1% | +4.3% |
| 1Y | +37.9% | +77.5% | -39.6% | +17.0% |
| 3Y | +62.9% | +49.5% | +13.4% | +38.2% |
| 5Y | +99.6% | -24.9% | +124.5% | +106.1% |
| All | +303.0% | +29.6% | +273.4% | +281.1% |
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