+248.4%
MNST vs WAB
+282.7%
-34.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -6.3% | -4.6% | -1.7% | -5.3% |
| 3M | -5.0% | +5.6% | -10.6% | -6.5% |
| 6M | +13.1% | +13.8% | -0.7% | +9.1% |
| YTD | +11.8% | +31.9% | -20.1% | +3.8% |
| 1Y | +35.2% | +48.3% | -13.0% | +21.7% |
| 3Y | +52.0% | +167.1% | -115.1% | +15.4% |
| 5Y | +77.9% | +222.9% | -145.0% | +27.5% |
| 10Y | +248.4% | +289.9% | -41.5% | +115.6% |
| All | +248.4% | +282.7% | -34.3% | +115.6% |
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