+57.5%
SCHW vs MNST
+76.8%
-19.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.6% | -3.6% | +2.0% | -0.6% |
| 30D | -1.1% | -6.3% | +5.2% | +0.7% |
| 3M | +20.4% | -5.0% | +25.3% | +21.8% |
| 6M | +13.6% | +13.1% | +0.5% | +9.0% |
| YTD | +7.7% | +11.8% | -4.1% | +3.4% |
| 1Y | +15.2% | +35.2% | -20.1% | +3.3% |
| 3Y | +87.1% | +52.0% | +35.1% | +59.5% |
| 5Y | +57.5% | +77.9% | -20.4% | +28.5% |
| All | +57.5% | +76.8% | -19.3% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 5y: compounded portfolio wealth divided by compounded MNST 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…
5y analysis · Full analysis span regression · 6 months rolling