+354.7%
MNST vs WELL
+463.2%
-108.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +5.1% | +5.7% | -0.6% | +3.7% |
| 3M | -0.5% | +4.6% | -5.1% | -1.6% |
| 6M | +8.1% | +11.9% | -3.7% | +5.0% |
| YTD | +21.2% | +33.6% | -12.4% | +12.6% |
| 1Y | +30.7% | +29.8% | +1.0% | +22.2% |
| 3Y | +67.3% | +202.2% | -134.9% | +27.1% |
| 5Y | +101.9% | +223.2% | -121.4% | +49.2% |
| All | +354.7% | +463.2% | -108.4% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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