+303.0%
MNST vs WM
+339.4%
-36.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.4% |
| 7D | -3.4% | +1.2% | -4.6% | -3.9% |
| 30D | +6.6% | +13.1% | -6.5% | +0.3% |
| 3M | -2.9% | +3.6% | -6.5% | -4.7% |
| 6M | +18.4% | +8.1% | +10.4% | +13.2% |
| YTD | +19.3% | +8.9% | +10.4% | +12.7% |
| 1Y | +37.9% | +20.3% | +17.6% | +23.4% |
| 3Y | +62.9% | +46.2% | +16.7% | +27.6% |
| 5Y | +99.6% | +59.9% | +39.7% | +46.2% |
| All | +303.0% | +339.4% | -36.4% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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