+62.9%
MNST vs WAT
+74.7%
-11.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.5% |
| 7D | -3.4% | -1.1% | -2.3% | -3.3% |
| 30D | +6.6% | +5.0% | +1.7% | +6.0% |
| 3M | -2.9% | +14.5% | -17.4% | -4.5% |
| 6M | +18.4% | +30.9% | -12.5% | +14.5% |
| YTD | +19.3% | +20.5% | -1.2% | +15.9% |
| 1Y | +37.9% | +23.3% | +14.6% | +33.6% |
| 3Y | +62.9% | +81.5% | -18.6% | +50.3% |
| All | +62.9% | +74.7% | -11.8% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling