+313.1%
MNST vs W
+268.4%
+44.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.6% |
| 7D | -5.0% | +3.3% | -8.3% | -5.2% |
| 30D | +4.6% | +10.5% | -5.9% | +3.6% |
| 3M | +1.0% | +9.6% | -8.6% | +0.1% |
| 6M | +5.8% | +76.4% | -70.6% | 0.0% |
| YTD | +19.1% | +16.4% | +2.7% | +15.7% |
| 1Y | +30.9% | +9.3% | +21.6% | +27.7% |
| 3Y | +65.7% | +172.8% | -107.1% | +43.2% |
| 5Y | +99.0% | -53.4% | +152.3% | +89.1% |
| 10Y | +313.1% | +243.6% | +69.4% | +232.8% |
| All | +313.1% | +268.4% | +44.6% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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