+84.2%
MNST vs SWK
-38.7%
+122.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -6.5% | -0.4% | -6.0% | -6.4% |
| 30D | -7.2% | -5.7% | -1.5% | -6.3% |
| 3M | -1.0% | +24.1% | -25.1% | -5.1% |
| 6M | +11.5% | +24.7% | -13.2% | +6.4% |
| YTD | +14.3% | +33.9% | -19.6% | +7.5% |
| 1Y | +38.1% | +34.7% | +3.4% | +29.2% |
| 3Y | +55.0% | +15.3% | +39.7% | +45.5% |
| All | +84.2% | -38.7% | +122.9% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling