+346.0%
MNST vs WM
+331.3%
+14.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.4% |
| 7D | -4.7% | +1.2% | -5.9% | -5.3% |
| 30D | +5.2% | +15.2% | -10.0% | -2.0% |
| 3M | -0.9% | +8.3% | -9.2% | -4.9% |
| 6M | +6.1% | +13.1% | -7.0% | -0.7% |
| YTD | +18.9% | +12.5% | +6.3% | +10.5% |
| 1Y | +29.3% | +21.8% | +7.5% | +15.0% |
| 3Y | +64.9% | +48.8% | +16.1% | +28.0% |
| 5Y | +98.0% | +62.1% | +35.9% | +44.1% |
| All | +346.0% | +331.3% | +14.7% | +83.1% |
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