+248.7%
MNST vs WTW
+197.9%
+50.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -2.2% | -7.8% | +5.5% | +0.8% |
| 30D | -5.4% | -7.9% | +2.5% | -2.4% |
| 3M | -5.5% | +19.9% | -25.5% | -12.2% |
| 6M | +12.4% | +9.8% | +2.6% | +7.2% |
| YTD | +12.4% | -3.3% | +15.7% | +12.1% |
| 1Y | +37.2% | -3.3% | +40.5% | +36.5% |
| 3Y | +52.9% | +61.5% | -8.7% | +19.4% |
| 5Y | +79.7% | +42.6% | +37.1% | +46.2% |
| All | +248.7% | +197.9% | +50.8% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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