+248.4%
MNST vs WPM
+523.6%
-275.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -3.6% | +3.9% | -7.4% | -4.0% |
| 30D | -6.3% | +17.7% | -24.0% | -8.1% |
| 3M | -5.0% | +39.4% | -44.4% | -8.9% |
| 6M | +13.1% | +6.4% | +6.7% | +11.6% |
| YTD | +11.8% | +34.0% | -22.2% | +6.9% |
| 1Y | +35.2% | +50.5% | -15.3% | +27.2% |
| 3Y | +52.0% | +280.3% | -228.3% | +25.9% |
| 5Y | +77.9% | +266.3% | -188.5% | +45.6% |
| 10Y | +248.4% | +550.8% | -302.4% | +170.0% |
| All | +248.4% | +523.6% | -275.2% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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