+51.8%
MNST vs WYNN
-4.3%
+56.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | -2.2% | -3.4% | +1.2% | -1.9% |
| 30D | -5.4% | -15.4% | +10.1% | -3.5% |
| 3M | -5.5% | -15.8% | +10.3% | -3.7% |
| 6M | +12.4% | -13.5% | +25.9% | +13.9% |
| YTD | +12.4% | -26.0% | +38.4% | +15.9% |
| 1Y | +37.2% | -27.4% | +64.5% | +41.4% |
| All | +51.8% | -4.3% | +56.1% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling