+354.7%
MNST vs W
+212.4%
+142.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | +5.1% | +6.8% | -1.7% | +4.4% |
| 3M | -0.5% | +10.7% | -11.1% | -1.5% |
| 6M | +8.1% | +86.3% | -78.2% | +1.7% |
| YTD | +21.2% | +11.5% | +9.7% | +18.2% |
| 1Y | +30.7% | +5.1% | +25.6% | +27.9% |
| 3Y | +67.3% | +171.0% | -103.7% | +44.5% |
| 5Y | +101.9% | -56.6% | +158.5% | +93.1% |
| All | +354.7% | +212.4% | +142.3% | +255.4% |
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