+62.9%
MNST vs W
+123.5%
-60.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.3% |
| 7D | -3.4% | -3.6% | +0.2% | -3.3% |
| 30D | +6.6% | +7.0% | -0.3% | +6.2% |
| 3M | -2.9% | +7.4% | -10.3% | -3.4% |
| 6M | +18.4% | +69.3% | -50.9% | +14.6% |
| YTD | +19.3% | +11.3% | +8.0% | +17.2% |
| 1Y | +37.9% | +13.2% | +24.7% | +35.3% |
| 3Y | +62.9% | +142.0% | -79.1% | +50.3% |
| All | +62.9% | +123.5% | -60.6% | +50.3% |
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