+52.0%
MNST vs WTW
+66.9%
-14.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | -4.1% | -2.7% | -1.4% | -3.6% |
| 30D | -4.5% | -5.6% | +1.2% | -3.6% |
| 3M | -2.5% | +26.5% | -29.0% | -6.3% |
| 6M | +14.1% | +8.1% | +6.0% | +12.6% |
| YTD | +12.6% | -0.3% | +12.9% | +12.6% |
| 1Y | +36.9% | -0.9% | +37.8% | +36.9% |
| All | +52.0% | +66.9% | -14.9% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling