+354.7%
MNST vs WPM
+749.7%
-395.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +1.6% | -3.6% | +5.2% | +2.0% |
| 30D | +5.1% | +1.4% | +3.6% | +4.7% |
| 3M | -0.5% | -0.2% | -0.3% | -0.9% |
| 6M | +8.1% | -7.3% | +15.4% | +8.2% |
| YTD | +21.2% | +12.3% | +8.8% | +18.0% |
| 1Y | +30.7% | +24.9% | +5.8% | +25.5% |
| 3Y | +67.3% | +210.4% | -143.1% | +41.9% |
| 5Y | +101.9% | +210.4% | -108.5% | +68.4% |
| All | +354.7% | +749.7% | -395.0% | +251.1% |
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