+77.9%
MNST vs WTW
+45.2%
+32.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.3% |
| 7D | -3.6% | -7.1% | +3.6% | -1.5% |
| 30D | -6.3% | -8.5% | +2.3% | -3.8% |
| 3M | -5.0% | +20.6% | -25.5% | -10.5% |
| 6M | +13.1% | +7.2% | +5.9% | +10.1% |
| YTD | +11.8% | -3.9% | +15.6% | +12.2% |
| 1Y | +35.2% | -3.6% | +38.8% | +35.4% |
| 3Y | +52.0% | +60.7% | -8.7% | +20.3% |
| 5Y | +77.9% | +42.2% | +35.7% | +41.6% |
| All | +77.9% | +45.2% | +32.6% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling