+65.7%
MNST vs TW
+40.3%
+25.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -5.0% | +3.4% | -8.4% | -5.3% |
| 30D | +4.6% | +15.5% | -10.9% | +3.1% |
| 3M | +1.0% | +25.1% | -24.1% | -1.2% |
| 6M | +5.8% | +18.2% | -12.4% | +4.0% |
| YTD | +19.1% | +19.7% | -0.7% | +16.4% |
| 1Y | +30.9% | +18.1% | +12.8% | +28.2% |
| 3Y | +65.7% | +40.5% | +25.2% | +62.7% |
| All | +65.7% | +40.3% | +25.4% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling