+505.9%
MNST vs W
+210.4%
+295.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.3% |
| 7D | -3.4% | -3.6% | +0.2% | -3.2% |
| 30D | +6.6% | +7.0% | -0.3% | +6.0% |
| 3M | -2.9% | +7.4% | -10.3% | -3.6% |
| 6M | +18.4% | +69.3% | -50.9% | +12.7% |
| YTD | +19.3% | +11.3% | +8.0% | +16.5% |
| 1Y | +37.9% | +13.2% | +24.7% | +34.4% |
| 3Y | +62.9% | +142.0% | -79.1% | +43.6% |
| 5Y | +99.6% | -54.6% | +154.2% | +89.3% |
| 10Y | +305.7% | +243.7% | +62.0% | +206.4% |
| All | +505.9% | +210.4% | +295.5% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling