+354.7%
MNST vs WWD
+439.4%
-84.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +1.6% | +4.0% | -2.3% | +0.8% |
| 30D | +5.1% | +0.4% | +4.7% | +4.7% |
| 3M | -0.5% | -7.9% | +7.4% | +0.8% |
| 6M | +8.1% | -10.6% | +18.8% | +9.6% |
| YTD | +21.2% | +9.4% | +11.8% | +16.5% |
| 1Y | +30.7% | +25.7% | +5.0% | +21.3% |
| 3Y | +67.3% | +148.5% | -81.2% | +27.9% |
| 5Y | +101.9% | +189.5% | -87.6% | +45.5% |
| All | +354.7% | +439.4% | -84.6% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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