+64.0%
MNST vs WMB
+114.7%
-50.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -3.9% | -6.9% | +3.0% | -3.8% |
| 30D | +3.9% | -7.2% | +11.1% | +4.0% |
| 3M | -0.8% | -5.4% | +4.6% | -0.9% |
| 6M | +5.1% | -4.9% | +10.0% | +4.8% |
| YTD | +18.3% | +14.7% | +3.6% | +15.9% |
| 1Y | +29.5% | +14.7% | +14.8% | +26.8% |
| 3Y | +64.0% | +116.4% | -52.3% | +51.3% |
| All | +64.0% | +114.7% | -50.7% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling