+84.2%
MNST vs TW
+23.1%
+61.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -6.5% | -2.3% | -4.2% | -6.1% |
| 30D | -7.2% | +3.9% | -11.1% | -7.9% |
| 3M | -1.0% | +5.7% | -6.7% | -2.4% |
| 6M | +11.5% | -14.5% | +26.0% | +14.7% |
| YTD | +14.3% | -0.9% | +15.2% | +13.4% |
| 1Y | +38.1% | -13.5% | +51.6% | +41.6% |
| 3Y | +55.0% | +25.0% | +30.0% | +41.0% |
| All | +84.2% | +23.1% | +61.0% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling