+328.4%
MNST vs WY
0.0%
+328.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.1% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | +3.9% | +8.0% | -4.1% | +1.4% |
| 3M | -0.8% | -17.7% | +16.9% | +5.2% |
| 6M | +5.1% | -10.8% | +15.8% | +8.2% |
| YTD | +18.3% | -10.6% | +28.9% | +21.2% |
| 1Y | +29.5% | -5.7% | +35.2% | +30.3% |
| 3Y | +64.0% | -24.8% | +88.8% | +74.0% |
| 5Y | +97.2% | -31.7% | +128.9% | +113.8% |
| 10Y | +328.4% | +2.9% | +325.5% | +286.8% |
| All | +328.4% | 0.0% | +328.4% | +286.8% |
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