+62.9%
MNST vs WU
-21.7%
+84.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.2% |
| 7D | -3.4% | +11.7% | -15.1% | -4.8% |
| 30D | +6.6% | +12.6% | -6.0% | +5.0% |
| 3M | -2.9% | -0.5% | -2.4% | -3.0% |
| 6M | +18.4% | -18.2% | +36.6% | +20.5% |
| YTD | +19.3% | -19.0% | +38.3% | +21.2% |
| 1Y | +37.9% | -16.7% | +54.6% | +39.4% |
| 3Y | +62.9% | -21.0% | +83.9% | +67.1% |
| All | +62.9% | -21.7% | +84.6% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling