+101.3%
MNST vs WM
+59.1%
+42.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.7% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | +6.6% | +13.1% | -6.5% | +2.1% |
| 3M | -2.9% | +3.6% | -6.5% | -4.2% |
| 6M | +18.4% | +8.1% | +10.4% | +14.8% |
| YTD | +19.3% | +8.9% | +10.4% | +14.4% |
| 1Y | +37.9% | +20.3% | +17.6% | +26.7% |
| 3Y | +62.9% | +46.2% | +16.7% | +33.7% |
| All | +101.3% | +59.1% | +42.2% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling