+321.6%
MNST vs SWKS
+31.5%
+290.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | +3.2% | -9.2% | +12.4% | +5.1% |
| 30D | +10.6% | -1.9% | +12.5% | +10.8% |
| 3M | +1.3% | +21.2% | -20.0% | -3.6% |
| 6M | +26.2% | +12.9% | +13.3% | +20.4% |
| YTD | +24.8% | +30.7% | -6.0% | +14.4% |
| 1Y | +40.9% | +14.1% | +26.8% | +33.0% |
| 3Y | +72.2% | -1.7% | +73.9% | +58.8% |
| 5Y | +108.8% | -43.0% | +151.8% | +118.4% |
| All | +321.6% | +31.5% | +290.1% | +231.3% |
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