+64.0%
MNST vs W
+164.5%
-100.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.5% |
| 7D | -3.9% | +1.1% | -5.0% | -4.0% |
| 30D | +3.9% | +6.4% | -2.5% | +3.5% |
| 3M | -0.8% | +9.0% | -9.8% | -1.4% |
| 6M | +5.1% | +69.8% | -64.7% | +1.7% |
| YTD | +18.3% | +12.1% | +6.2% | +16.2% |
| 1Y | +29.5% | 0.0% | +29.5% | +27.8% |
| 3Y | +64.0% | +160.3% | -96.3% | +52.7% |
| All | +64.0% | +164.5% | -100.5% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling