+313.1%
MNST vs WU
-36.4%
+349.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -5.0% | +9.1% | -14.0% | -7.1% |
| 30D | +4.6% | +12.1% | -7.5% | +1.5% |
| 3M | +1.0% | +0.3% | +0.7% | +0.7% |
| 6M | +5.8% | -19.1% | +24.9% | +10.5% |
| YTD | +19.1% | -19.2% | +38.3% | +23.7% |
| 1Y | +30.9% | -15.3% | +46.2% | +33.9% |
| 3Y | +65.7% | -21.3% | +87.0% | +69.7% |
| 5Y | +99.0% | -41.7% | +140.6% | +119.4% |
| 10Y | +313.1% | -36.0% | +349.0% | +321.7% |
| All | +313.1% | -36.4% | +349.5% | +321.7% |
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