+98.0%
MNST vs WTW
+51.8%
+46.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -4.7% | -2.3% | -2.4% | -4.0% |
| 30D | +5.2% | +10.7% | -5.5% | +2.0% |
| 3M | -0.9% | -3.1% | +2.2% | -0.1% |
| 6M | +6.1% | +31.7% | -25.5% | -2.9% |
| YTD | +18.9% | +1.1% | +17.8% | +17.6% |
| 1Y | +29.3% | +4.1% | +25.2% | +26.4% |
| 3Y | +64.9% | +42.1% | +22.8% | +38.7% |
| 5Y | +98.0% | +52.2% | +45.8% | +54.9% |
| All | +98.0% | +51.8% | +46.2% | +54.9% |
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