+192,568.3%
MNST vs WYNN
+1,232.2%
+191,336.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | -4.1% | +1.8% | -5.9% | -4.4% |
| 30D | -4.5% | -9.8% | +5.4% | -2.6% |
| 3M | -2.5% | -11.8% | +9.4% | -0.2% |
| 6M | +14.1% | -8.8% | +22.9% | +15.7% |
| YTD | +12.6% | -22.8% | +35.4% | +17.5% |
| 1Y | +36.9% | -24.1% | +61.1% | +42.9% |
| 3Y | +53.1% | +0.4% | +52.7% | +47.8% |
| 5Y | +78.2% | -8.7% | +86.9% | +68.6% |
| 10Y | +240.4% | +8.3% | +232.1% | +173.9% |
| All | +192,568.3% | +1,232.2% | +191,336.2% | +103,039.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling