+110.6%
MNST vs WWD
+161.2%
-50.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.0% |
| 7D | +3.2% | -2.6% | +5.8% | +3.5% |
| 30D | +10.6% | -7.7% | +18.3% | +11.8% |
| 3M | +1.3% | -17.7% | +19.0% | +4.2% |
| 6M | +26.2% | -15.9% | +42.1% | +28.7% |
| YTD | +24.8% | +1.8% | +23.0% | +22.0% |
| 1Y | +40.9% | +17.4% | +23.5% | +33.7% |
| 3Y | +72.2% | +137.1% | -64.9% | +34.0% |
| All | +110.6% | +161.2% | -50.6% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling