+354.7%
MNST vs WMB
+282.5%
+72.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.6% | +7.8% | -6.2% | +0.1% |
| 30D | +5.1% | -5.1% | +10.2% | +5.8% |
| 3M | -0.5% | -4.7% | +4.2% | 0.0% |
| 6M | +8.1% | -7.4% | +15.5% | +9.1% |
| YTD | +21.2% | +17.5% | +3.7% | +15.8% |
| 1Y | +30.7% | +19.5% | +11.3% | +24.3% |
| 3Y | +67.3% | +121.3% | -54.0% | +35.9% |
| 5Y | +101.9% | +200.5% | -98.7% | +50.5% |
| All | +354.7% | +282.5% | +72.2% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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