+303.0%
MNST vs SWKS
+33.1%
+269.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.6% |
| 7D | -3.4% | -6.2% | +2.7% | -2.3% |
| 30D | +6.6% | -1.5% | +8.1% | +6.7% |
| 3M | -2.9% | +23.0% | -25.9% | -7.8% |
| 6M | +18.4% | +27.6% | -9.2% | +10.3% |
| YTD | +19.3% | +32.3% | -13.1% | +9.1% |
| 1Y | +37.9% | +20.1% | +17.8% | +28.7% |
| 3Y | +62.9% | +0.6% | +62.2% | +49.4% |
| 5Y | +99.6% | -42.3% | +141.9% | +108.3% |
| All | +303.0% | +33.1% | +269.9% | +215.9% |
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