+354.7%
MNST vs WY
+5.0%
+349.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.4% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +5.1% | +10.1% | -5.0% | +1.9% |
| 3M | -0.5% | -15.4% | +14.9% | +4.7% |
| 6M | +8.1% | -8.3% | +16.4% | +10.4% |
| YTD | +21.2% | -9.8% | +31.0% | +23.9% |
| 1Y | +30.7% | -3.9% | +34.6% | +30.8% |
| 3Y | +67.3% | -23.3% | +90.6% | +76.3% |
| 5Y | +101.9% | -31.2% | +133.1% | +118.4% |
| All | +354.7% | +5.0% | +349.7% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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