+241.7%
MNST vs SWKS
+23.7%
+218.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.3% |
| 7D | -6.5% | +12.5% | -19.0% | -8.8% |
| 30D | -7.2% | +10.5% | -17.7% | -9.3% |
| 3M | -1.0% | -7.4% | +6.4% | -0.2% |
| 6M | +11.5% | +32.7% | -21.2% | +2.9% |
| YTD | +14.3% | +19.2% | -4.9% | +7.6% |
| 1Y | +38.1% | +2.4% | +35.7% | +33.7% |
| 3Y | +55.0% | -25.6% | +80.6% | +54.6% |
| 5Y | +79.6% | -53.4% | +133.1% | +98.8% |
| All | +241.7% | +23.7% | +218.0% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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