+354.7%
MNST vs WTW
+218.5%
+136.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.2% |
| 7D | +1.6% | +2.0% | -0.4% | +0.8% |
| 30D | +5.1% | +12.9% | -7.8% | +0.3% |
| 3M | -0.5% | +0.7% | -1.2% | -0.8% |
| 6M | +8.1% | +39.5% | -31.3% | -5.3% |
| YTD | +21.2% | +3.1% | +18.1% | +17.9% |
| 1Y | +30.7% | +4.8% | +26.0% | +26.2% |
| 3Y | +67.3% | +42.9% | +24.4% | +39.0% |
| 5Y | +101.9% | +55.3% | +46.6% | +58.9% |
| All | +354.7% | +218.5% | +136.2% | +166.4% |
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