+96.8%
MNST vs W
-52.8%
+149.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -6.9% | -7.4% | +0.5% | -6.4% |
| 30D | +3.7% | +7.8% | -4.1% | +3.2% |
| 3M | -0.3% | +10.9% | -11.2% | -1.1% |
| 6M | +5.1% | +86.4% | -81.3% | 0.0% |
| YTD | +18.4% | +14.0% | +4.5% | +15.9% |
| 1Y | +26.3% | +3.5% | +22.7% | +24.2% |
| 3Y | +64.3% | +164.8% | -100.5% | +46.1% |
| 5Y | +96.8% | -53.1% | +149.9% | +89.2% |
| All | +96.8% | -52.8% | +149.6% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling