+36.1%
MNST vs WYNN
-28.3%
+64.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.0% | -4.2% | +3.2% | -0.5% |
| 30D | -5.6% | -14.6% | +9.0% | -4.2% |
| 3M | -5.7% | -18.4% | +12.7% | -3.9% |
| 6M | +12.0% | -11.9% | +23.9% | +12.7% |
| YTD | +13.2% | -26.6% | +39.8% | +15.9% |
| 1Y | +36.1% | -28.5% | +64.6% | +39.0% |
| All | +36.1% | -28.3% | +64.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling