+240.4%
MNST vs WWD
+476.2%
-235.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.1% |
| 7D | -4.1% | +0.8% | -4.9% | -4.3% |
| 30D | -4.5% | -6.4% | +1.9% | -3.2% |
| 3M | -2.5% | -5.6% | +3.2% | -1.8% |
| 6M | +14.1% | -9.1% | +23.2% | +15.4% |
| YTD | +12.6% | +12.5% | 0.0% | +7.9% |
| 1Y | +36.9% | +41.3% | -4.4% | +23.8% |
| 3Y | +53.1% | +170.2% | -117.1% | +15.2% |
| 5Y | +78.2% | +192.5% | -114.3% | +28.9% |
| 10Y | +240.4% | +476.9% | -236.5% | +112.5% |
| All | +240.4% | +476.2% | -235.9% | +112.5% |
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