+346.0%
MNST vs W
+211.1%
+134.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | -4.7% | -1.7% | -3.0% | -4.6% |
| 30D | +5.2% | +3.2% | +2.0% | +4.8% |
| 3M | -0.9% | +8.3% | -9.2% | -1.7% |
| 6M | +6.1% | +84.3% | -78.2% | -0.1% |
| YTD | +18.9% | +11.0% | +7.8% | +16.0% |
| 1Y | +29.3% | -0.2% | +29.5% | +27.1% |
| 3Y | +64.9% | +157.9% | -93.1% | +43.0% |
| 5Y | +98.0% | -56.8% | +154.8% | +89.5% |
| All | +346.0% | +211.1% | +134.9% | +248.7% |
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