+303.0%
MNST vs WWD
+461.1%
-158.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.4% | -7.8% | -5.1% |
| 7D | -3.4% | +4.2% | -7.6% | -4.4% |
| 30D | +6.6% | -2.1% | +8.8% | +6.8% |
| 3M | -2.9% | -13.2% | +10.3% | -0.4% |
| 6M | +18.4% | -16.9% | +35.3% | +22.0% |
| YTD | +19.3% | +5.2% | +14.0% | +15.6% |
| 1Y | +37.9% | +20.6% | +17.3% | +29.2% |
| 3Y | +62.9% | +146.3% | -83.4% | +25.0% |
| 5Y | +99.6% | +171.3% | -71.8% | +46.6% |
| All | +303.0% | +461.1% | -158.1% | +165.5% |
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