+533.9%
MNST vs W
+214.9%
+318.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.2% | +6.4% | -1.3% |
| 7D | +3.2% | -5.6% | +8.8% | +3.6% |
| 30D | +10.6% | +7.5% | +3.1% | +9.9% |
| 3M | +1.3% | +5.4% | -4.1% | +0.7% |
| 6M | +26.2% | +79.4% | -53.2% | +19.5% |
| YTD | +24.8% | +12.9% | +11.9% | +21.8% |
| 1Y | +40.9% | +12.4% | +28.5% | +37.4% |
| 3Y | +72.2% | +128.5% | -56.3% | +52.5% |
| 5Y | +108.8% | -54.0% | +162.7% | +97.8% |
| 10Y | +324.4% | +248.8% | +75.7% | +220.2% |
| All | +533.9% | +214.9% | +318.9% | +391.1% |
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