+101.3%
MNST vs WCC
+117.0%
-15.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.6% |
| 7D | -3.4% | -14.7% | +11.3% | -2.1% |
| 30D | +6.6% | -20.1% | +26.7% | +8.7% |
| 3M | -2.9% | -21.2% | +18.3% | -1.1% |
| 6M | +18.4% | -19.2% | +37.6% | +19.9% |
| YTD | +19.3% | +20.2% | -1.0% | +14.6% |
| 1Y | +37.9% | +14.5% | +23.4% | +33.1% |
| 3Y | +62.9% | +115.1% | -52.2% | +36.7% |
| All | +101.3% | +117.0% | -15.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling