+328.4%
MNST vs W
+228.8%
+99.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.4% |
| 7D | -3.9% | +1.1% | -5.0% | -4.0% |
| 30D | +3.9% | +6.4% | -2.5% | +3.3% |
| 3M | -0.8% | +9.0% | -9.8% | -1.7% |
| 6M | +5.1% | +69.8% | -64.7% | -0.4% |
| YTD | +18.3% | +12.1% | +6.2% | +15.3% |
| 1Y | +29.5% | 0.0% | +29.5% | +27.2% |
| 3Y | +64.0% | +160.3% | -96.3% | +42.2% |
| 5Y | +97.2% | -53.3% | +150.5% | +87.2% |
| 10Y | +328.4% | +217.0% | +111.5% | +235.9% |
| All | +328.4% | +228.8% | +99.6% | +235.9% |
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