+346.0%
MNST vs WAB
+269.8%
+76.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -4.7% | +7.9% | -12.6% | -6.5% |
| 30D | +5.2% | +4.9% | +0.3% | +3.8% |
| 3M | -0.9% | +1.8% | -2.7% | -1.6% |
| 6M | +6.1% | +12.0% | -5.8% | +2.6% |
| YTD | +18.9% | +41.3% | -22.4% | +8.2% |
| 1Y | +29.3% | +43.8% | -14.5% | +17.1% |
| 3Y | +64.9% | +171.1% | -106.2% | +24.1% |
| 5Y | +98.0% | +217.7% | -119.7% | +41.3% |
| All | +346.0% | +269.8% | +76.2% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling