+313.1%
MNST vs SWKS
+37.5%
+275.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -5.0% | -2.7% | -2.2% | -4.5% |
| 30D | +4.6% | +8.5% | -3.9% | +2.8% |
| 3M | +1.0% | +17.3% | -16.3% | -3.1% |
| 6M | +5.8% | +25.1% | -19.3% | -1.1% |
| YTD | +19.1% | +33.3% | -14.3% | +8.7% |
| 1Y | +30.9% | +22.9% | +8.0% | +21.6% |
| 3Y | +65.7% | +5.5% | +60.2% | +50.1% |
| 5Y | +99.0% | -41.9% | +140.9% | +107.4% |
| 10Y | +313.1% | +32.4% | +280.6% | +224.4% |
| All | +313.1% | +37.5% | +275.6% | +224.4% |
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