+346.0%
MNST vs WU
-39.7%
+385.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -4.7% | -5.3% | +0.5% | -3.4% |
| 30D | +5.2% | +9.0% | -3.8% | +2.8% |
| 3M | -0.9% | -3.6% | +2.7% | -0.2% |
| 6M | +6.1% | -19.4% | +25.5% | +10.9% |
| YTD | +18.9% | -21.7% | +40.6% | +24.5% |
| 1Y | +29.3% | -16.1% | +45.4% | +32.6% |
| 3Y | +64.9% | -24.1% | +89.0% | +70.4% |
| 5Y | +98.0% | -44.1% | +142.1% | +121.2% |
| All | +346.0% | -39.7% | +385.7% | +366.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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